Since the heart of the first GARO series was really about the relationship between Kouga and Kaoru, and not just Makai Knights slaying Horrors, I wanted to see them not just developing their relationship further but also see some exterior changes that Kouga has undergo as a result of that relationship. His bow to Kaoru makes sense early in the series, when he was still this stoic Makai Knight who never let anyone enter his heart, but it doesn't when it's the final episode and after what he and Kaoru had went through together.
However, I've finished watching White Knight and it's nice to see these two actually hold hands, which should've come earlier but it's still a nice little progression for the two characters. I'm going to watch Red Requiem next and should I finish watching all the movies before I move on to Makai Senki, or it's not a prerequisite to do so?