Yes, you've probably missed something if you're finishing Marcus's route or another route. It's better to answer all questions at the beginning of the episode. Because you may have missed something.
However, this only applies to Philipp's route, which you started in Episode 3. When I start Episode 4 and load the save file from the end of Episode 3, I don't have to answer any questions. However, when I start the end of Philipp's route in Episode 3, I have to answer questions. Actually, there's nothing you can miss in this route.
I didn't have to answer any questions in Episodes 2 and 3 either.
Sorry for asking, but I want to experience the entire game without missing anything.