This is the end; hold your breath and count to ten; feel the earth move and then; hear my heart burst again
"We are not now that strength which in old days moved earth and heaven; that which we are, we are; one equal temper of heroic hearts, made weak by time and fate, but strong in will to strive, to seek, to find, and not to yield." - Tennyson
No, you don't need to buy AGOT Chapter Packs in order of release. The first cycle mostly follows the events of the first book, and the second one, which has just started, mostly follows the second book. But that has no bearing on game play. Prioritize your purchases any way you want.