Hi David and welcome!
Painting on the sprues has its advantages, but the major disadvantage is that you're in a pickle when assembling and you find gaps that needs filling with putty because that means filling, sanding, priming and painting and the carefully done painting job you did on the sprues will have to be redone again...
Some things like road wheels for tanks can easily be painted on the sprues but in the end there are always things that will require touch-ups and resprays so you might've gained very little by painting all on the sprues prior.
But if you find it works well for you then continue painting on the sprues! I've done it the other way around and have only recently starting to paint certain parts whilst still being stuck to the sprues, but only primer, not the final paint. That I always do assembled.
There are no rules though. Whatever works for you is the best method!