The book shows plans with the 36 kg bell, so 4 kg jumps are endorsed if only when you start getting past the 32. I think the idea is to save your money and space in your house. I'm currently doing the swings with the 32 but the TGUs with the 40. I suppose buying a 36 might be helpful to progress with the swings, but I'd still be doing the TGUs with the 40 anyhow, so I can't motivate myself to waste the money or the space on my floor for the intermediate weight.
I suppose the lesson here is that if you're willing to shell out the dough and use up space on your floor, go ahead and buy the intermediate weights! If I were a professional trainer of some kind and my livelihood depended on being super-proficient, I'd likely purchase the intermediate weights. Hmmm... or maybe I'd be stronger and wouldn't need to.