My jazz vocabulary was very low and I was prioritizing method and theory. In that context, I would have been much better off playing along to records or transcribing than going through a method/scale book. Again, the pragmatist in me.
Anway, to each their own.
I was taught to transcribe the lines, then analyse what was happening harmonically within the chords and the line to see how the tension and the resolutions worked. For that, you need some theory at least.
Many people can play the head for Donna Lee, considerably less understand what is happening harmonically there.