I agree that in that case they should be done concurrently - if at all.
You should also think about alternatives. If I remember correctly, Robert C. Martin suggests using collaboration diagrams instead of sequence diagrams - because the dynamic structure is much more important than the sequence of messages in most cases.
Another technique to consider are CRC
cards - they allow for a much more dynamic exploration of possibilities than diagrams.
And when doing
test driven development, I find that most often I don't see value in interaction diagrams. A roughly sketched class diagram suffices, if I need it at all.
The soul is dyed the color of its thoughts. Think only on those things that are in line with your principles and can bear the light of day. The content of your character is your choice. Day by day, what you do is who you become. Your integrity is your destiny - it is the light that guides your way. - Heraclitus