When you sharpen your knife after you've taken the time to get to the true edge, you may well be able to start with the medium hone. If you raise a burr along the entire length of the edge - super! This will be easy! If, however you find that one area or another fails to yield a burr, pull out the coarse hone because you have some work to do. If there is a chip, the true edge is at the bottom of that chip and you have a lot of work to do. Again you're going to be wishing for that coarse hone.
Now you maybe asking, "won't removing all that material mess up my knife?" The short answer is "No." Not any worse than that chip in the edge has. The longer answer is that you shouldn't have to sharpen your knife very frequently if you maintain the edge. Rolls are easy, they happen all the time. Your kitchen knives get rolls daily. A few quick passes on a knife steel or a strop can straighten them right out. Regular knife use on those rolls however will flatten them out and then become divots or chips. When that happens its - "where's my coarse hone?"
My wife thinks we have awesome kitchen knives because they never seem to get dull. The truth is, they are average knives that roll every time they are used. I've just gotten used to taking a few quick swipes down the knife steel each time I pick them up and the rolls straighten right out. Eventually, the metal at the edge will fatigue and come off, and that means I'll need to resharpen them. But I've only had to sharpen them once this year and they are all still shaving sharp. A little maintenance goes a long way.
These posts have been longer than expected. The short of it is: replace your coarse hone - you'll need it eventually anyway. Don't be afraid to remove material, when material needs removing. And lastly, maintaining your edge to prevent rolls from becoming something worse. Hope that was helpful.