Whether switching back and forth between two tasks makes sense really depends on the kind of tasks you're doing. Sometimes you're doing something with unavoidable delays, and you either work on something else or you don't do anything.

I agree with the general thrust of what he's saying - if you're not blocked it makes more sense to do one task at a time to completion instead of having a bunch of them going at once. But it's really rare to have a job where you can always do that.