In that scenario (USA) if ATC wish you to respect any altitudes between the one you are at and the one you have been cleared to, they will say so: “Cleared approach 17L, maintain 4,000’ (or above) until HERVI”.
On a more general basis, if you’re being vectored and are happy that ATC are not flying you into the ground, then you can ignore the procedural altitudes. Normally a vectored approach will intercept the final course from below the nominal glideslope.