Stacking is generally good if you'll be hitting shots that give you two-for-one scoring. That, or Lannister isn't bad because when you brick a shot, you just unintentionally lit up your next Lannister red shield shot.
I'd Stark is one of the worst modes to stack. For Stark, you know that you're going to be camping out on the center ramp shot for most of the mode, and thus using up most of your shared mode timer. This won't leave you with as much time for Martell. Even worse is if you stack any mode with Stark, and accidentally hit one ramp shot followed by an orbit, leaving you with a piddly Stark collect (unless you're trying to move past Stark toward HOTK or Iron Throne).
Choosing to play one mode doesn't cost you the ability to start the next mode immediately after completing the first -- it will still be qualified on your next center ramp shot.
So the drawbacks to consider for stacking (or even playing) a mode:
- you can't work on qualifying any other modes while playing one
- stacked modes could distract you from hitting correct shots to maximize the individual mode values
- if the modes timer keeps you from maximizing the scoring potential, then running short on time is bad.