Can I line the pieces of a coat individually?

I’ve never sewed a coat or jacket before… I found a pattern meant for “advanced beginners” in sewing. The pattern is for a denim jacket but I want to make one out of corduroy, witch a flannel lining. I’m aware flannel isn’t a recommended coat lining bc of its weight and smoothness, and that’s fine. Whenever I’ve sewed linings before, I’ve added seam allowance to the pattern pieces and sewed the lining to each piece individually, and then constructed the garment using those pieces. I’ve never seen anyone make a coat like this. Is there any reason I can’t?