Phantom, this has come up a few times recently and I also have dabbled a fair bit with oils so I know the method your using. Stranger mentioned you can get issue with lighter overspray resting on the darker colors but that can be avoided in a big sense with masking/shielding, hand shielding and angling your brush away from dark areas. generally in a lot of opaque pics we finish with transparents which also blends this overspray aspect away, but I also like to finish with the darkest color again (Or a transparent dark) just to clean up any potential overspray issue so in essence it can be done fine that way with opaques, but for many it can create blue shift so most will generally go light to dark to avoid this shift, especially in greyscale or B&W images.
With transparents and in monochromatic images dark to light is fine, that is generally the way if your only using one color as it establishes your darkest shade first and the overspray from this starts doing your softer shading and blending for you and reduces your chances of taking the picture to dark on your initial shading, in multiple transparent color images its generally light to dark, but again as Stranger mentions the fun thing about airbrushing or any artform is finding your own niche and doing what makes you happy or what you find successful so practice all methods and see what works for you as both methods can create similar artworks, and both have their own advantages and disadvantages...
Would love to see the piece you did, ultimately did going dark to light create something you we're happy with, if not try it the other way