Yeah, unfortunately. That’s the safer way. You can take a chance and brood them together, many people would. But there are some if’s involved.
If they come from flocks that are pretty isolated, they don’t take chickens to shows, don’t bring in other chickens, and don’t go to chicken swaps, but the flock essentially has been a closed flock for at least a couple of months they have not likely been exposed to anything new. If you trust the owner to recognize a disease if they saw it, the risk is a lot less. If they are kept isolated from the flock until you pick them up, the risk is a lot less.
There are a lot of things that influence how much risk there is. If you don’t have an established flock the only chickens at risk are the ones you are bringing in. If you have an established flock you probably want to keep those chicks isolated from your flock for a month anyway.
I can’t guarantee you that you will have problems and I can’t guarantee that you will not. There is risk involved any time you bring in new chicks or chickens from a private flock. How they are managed has a lot to do with how much risk there is.
Can you get hatching eggs from them and hatch them yourself? This eliminates a huge amount of the risk. It's how I handle it.