Hayek's work in philosophy can be considered from another perspective than its methodology. When Hayek wrote that his philosophical studies should precede his political studies, he meant that in order to explain the sort of political system he favored, it was necessary to have greater understanding of the transmission and communication of information and knowledge. This is why he wished to travel to Italy and Greece. He thought that he might understand nonverbal knowledge better in doing so and might better understand the role of institutions in transmitting knowledge and information.
Hayek's Journey: The Mind of Friedrich Hayek (2003) - Ch. 14 : Studies in Philosophy, Politics and Economics