When I first picked up the Nobilis RPG, I read it cover-to-cover, the margins were always crammed full of stories and examples that really helped develop the setting and ideas and contextualize everything. I think the majority of RPGs that I've picked up have been read back to front... because what else are you going to do on your first pass?
I'll definitely agree that it's good to have books that work as decent reference manuals, especially for rules heavy games... but... have you tried to use the indexes in the 5e books - the PHB index is an experience and a half.