We elucidate the roles of the isotropic-nematic (I-N) and nematic-smectic A (N-SmA) transitions in magnetic field directed self-assembly of a liquid crystalline block copolymer (BCP), using textit{in situ} x-ray scattering. Cooling into the nematic from the disordered melt yields poorly ordered and weakly aligned BCP microdomains. Continued cooling into the SmA however results in an abrupt increase in BCP orientational order with microdomain alignment tightly coupled to the translational order parameter of the smectic layers. These results underscore the significance of the N-SmA transition in generating highly aligned states under magnetic fields in these hierarchically ordered materials.