Sure, Jim Cherry. There are books of short stories that can be read straight through (and I’ve often read them like that myself). Until I saw the Mavis Gallant quote a month ago, it hadn’t really struck me that there was any problem with that. However, I think there’s a risk that such a book may contain an unobtrusive story that ends up getting unfairly overlooked.
I included Mary Morrissy’s Prosperity Drive in my featured image because I’d just read straight through the first half of it before putting it aside a few days ago to concentrate on something else. It’s a series of linked short stories, where the central character in one might be mentioned in passing in others. (In that respect, it reminded me a bit—but only a bit!—of Melissa Bank’s The Girl’s Guide to Hunting and Fishing.)