Training general-purpose Audio Large Language Models (ALLMs) across diverse datasets is essential for holistic audio understanding, yet it faces significant challenges due to dataset heterogeneity, which often leads to conflicting gradients and slow convergence. Despite its impact, how to explicitly manage this heterogeneity during training remains underexplored, with current practices relying primarily on uniform mixture. In this work, we analyze multi-dataset AudioQA training from a convergence perspective and propose Grouped Sequential Training (GST). GST strategically organizes datasets into affinity-aware groups and introduces them via a progressive scheduling protocol, effectively balancing the stability of parallel training with the efficiency of sequential optimization. To ensure scalability, we develop gradient-based affinity metrics that capture inter-dataset relationships without the prohibitive cost of empirical transferability estimation. Extensive evaluations on 14 AudioQA datasets spanning speech, music, and environmental sounds demonstrate that GST achieves 30--40\% faster convergence than standard parallel training while maintaining or even surpassing the performance of mix-all training. Our results provide both theoretical insights and a practical, model-agnostic framework for efficient large-scale ALLM optimization.