Why do scientists follow a set order of steps of steps when carrying out a scientific investigation?

Science is not a thing that tells us stuff. Science, by definition, is the art of executing the steps you have enquired about.

1. See a thing.

2. Come up with an explanation of the thing.

3. Make a prediction of another thing that will happen as a result of your explanation.

4. Design an experiment that will prove your prediction is true, or an experiment that will prove it is false.