I am reading Geyer's lecture notes on MCMC. A condensed version of these notes constitutes Chapter 1 of the Handbook of Markov Chain Monte Carlo (ed. Brooks et al., 2011).
Geyer notes that the composition of valid transition operators is still valid:
It is clear that if an update mechanism $U_1$ preserves a specified distribution, and so does another update mechanism $U_2$, then so does $U_1$ followed by $U_2$, which we will denote $U_1U_2$.
Later on he notes that $U_1U_2$ is in general not reversible, but one could easily build a reversible composite update via a palindromic update, such as $U_1 U_2 U_1$ or $U_1 U_2 U_2 U_1$.
Reversibility is a sufficient condition to prove that a given update leaves the target distribution invariant, and that is why we want elementary updates to be reversible. However, once we prove that, we do not need the composite update to be reversible. (For example, the typical fixed-scan Gibbs sampler is not reversible.)
Is there any theoretical or practical gain in keeping composite updates reversible? My question is general, not only for Gibbs; although I suspect that the effect of ordering of operators might have been studied the most in the case of Gibbs sampling.
In practice, I am currently building MCMC updates by composing a number of elementary operators of various kind (see also this question). I could combine the operators in a palindromic way -- would that matter?
PS: I am aware that probabilistic mixtures of operators are valid and reversible, but here I am interested in composition.