As far as the reader is concerned, what you're seeing is what matches your document: Figure II.4 is figure n° 4 within Chapter II. Visually, it's not a style of numbering I'd recommend; and what happens when you're in a discussion and someone wants to say "take a look at table XIX.3"?

It would help, too, if you explained what numbering you want within each chapter. Are there numbered subheadings? Do tables and figures use the same sequence – Table 1, Table 2, Figure 3 – or (more readable) separate sequences– Table 1, Table 2, Figure 1, Table 3, Figure 2.

The Romans have had their day <g> But the comments from Charles are still bang up to date.