Playing dungeons out of order in the older games could break them. I know it did in Zelda 2. I got the keys from one dungeon them used them to open a door in another in the current dungeon, because I couldn't find the keys for that dungeon hidden in it. When I completed it, it turned to stone and there was no way to open all of the doors in the other dungeon since the key was still in the first one.
I had to restart.
It would be more correct to say that you can "enter" the dungeons out of order because a lot of them required things to complete that were simply not available yet. I see nothing wrong with adding structure to the games so that you don't get lost.







