It's possible that we just have different styles of working.
Still, to clarify: Not all, but some of the situations I have in mind are situation where the changes in component A cannot possibly work without the changes in component B.
So an alternative workflow could rather be: Stash all your changes made so far, then do the changes in component B, commit, and then reapply the stashed changes in component A. That's something I've tried in the past, and it can work. However, it has downsides as well. In particular, having the in-progress changes in component A around actually helps by providing the context to guide the changes in component B. So you avoid situations where, after you've continued working on component A, you realize that there's still something missing to component B after all (which may be something as silly as an incorrect const-qualifier).
It's also possible that our preferences depend on the kind of projects we're working on. What I've described is something that has turned out to work well for me on a large C++ code base, where being able to compile the work-in-progress state for both components simultaneously is very useful to catch the kind of problems like incorrect const-qualifiers I've mentioned before.
I could imagine that on a different type of project your way works just as well. For example, in a project where unit testing is applicable and development policy, so that you'd write separate tests for your changes to component B anyway, being able to co-test the work-in-progress state across components is not as important because you're already testing via unit tests.