They want you to work all the legs at the same time, I guess. Work a row on one, then work the same row on the others. It's probably to keep them all the same. However, since the dog won't really mind if it's sweater legs match perfectly, you could do them one at a time if you liked.
"Trust the pattern!"
Time flies like an arrow, but fruit flies like a banana.
Hop aboard while we follow the cloud-covered van of knitting harmony, man!! Woooo!! --Hedgehog
IngridKH on Ravelry