A guy goes into the Navy and the recruiter (or 'career councilor') notices a knack for observation, creativity and lying. As a result, he spends eight years in the Navy as an officer (or not) in Naval Intelligence and never helps run a ship once. I could easily see this character taking all their levels in rogue.
Other ideas I have thought of while typing this are: A Naval Intelligence spook that takes all their levels in Rogue and Merchant because he spent his entire career as a 'spy' working among free traders. A naval engineer or other tech-head might well take professional for all of their levels and depending on the style of the Imperial Navy in YTU, I could certainly see blue-bloods that are into the social/admin/career-advancement side of the Navy and only take levels in Noble.
In general, my characters (and those of my players) do basically what you are suggesting because it often makes sense to take at least a level or two in the matching class. It doesn't always work out that way though, depending on a character's concept.
One thing you might want to consider regarding REQUIRING that levels in the class that matches the career is the possibility that a character could get forced into only taking levels in that one class. If a player does poorly with the various opportunities to gain experience during the Prior History process they could end up with very little flexibility when it comes to building the character they want to play.