Think about the metal cutting process being undertaken. The centre of any drill is cutting at zero speed – while at the circumference, the cutting speed is maximum. It makes sense to drill a pilot hole (small diameter, high speed) before using a very large bit at lower rotational speed.
Larger drill bits may not cut too well at the centre unless sharpened precisely.
Only go up in steps that the machine can tolerate. That means that a 6mm drill as a pilot could be followed by a 16mm as the cutting surface will be the difference between the two areas. Trying to go to 26mm as the next size up is likely impossible on a small machine.
28mm^2 for a 6mm pilot – easy for the machine.
175mm^2 for the jump from 6mm to 16mm
330mm^2 for the jump from 16mm to 26mm
Some machines may not cope well with the jump from 6mm to 16mm in one go, as that requires over six times the power used to cut the pilot. Clearly, to increase the hole from 16 to 26 mm (in one jump) would require 18 times the power used for the pilot! That is one reason why larger holes are bored.
For a mini-lathe, 6mm, 12mm and 16mm might be a sensible progression. I’m sure the advice is not ‘invariably’ 2mm steps, even on the net. Any linear diameter increase is mathematically flawed (area of a circle is proportional to the diameter squared) and that would indicate the first hole should be 2mm (an increase from 0mm to 2mm as the first step) – patently just absolute rubbish.