One might argue that it is the user's fault for mistyping file names. But let's think in term of checksums. Do we proceed further with a .deb if there is some problem with its checksum? No. Even though the checksum might refer to 1000 files, only one of which has a problem.
So checking that all .debs given on the command line are OK first is the same principle: During the run, we are going to do Check 1 Install 1 Check 2 Install 2.... So why not Check 1 Check 2 Install 1 Install 2...? It only follows the same principle, Unpack 1 Unpack 2... Setup 1 Setup 2... that you already do.

