Does the whole object need to be one mesh?

Question

3D

I watched several videos about modeling on YouTube, and when building an object, they do not always combine all the created vertices into one grid.

There is only one object in the picture, but the vertices are not merged

Doesn't this violate any rules of object modeling fundamentals? I just want to someday try to export the model to the same Unity and not catch a bunch of bugs from not knowing. Thank you.