Many people like to separate a broody while she sets on the eggs (you can turn her back with the flock when the chicks hatch if you wish.) They tend to do things like get up for their daily break and return to the wrong nest. Another hen may lay where she was setting while she is gone, or even wile she is setting. Sometimes it almost seems that they want the broody to hatch their egg. Or they may deciede to move the broody's egg(s) to another nest. Of course, they can easily get broken if they do, and of course any chicken will eat a broken egg (or half grown chick) if the egg gets broken.) They can accidentally jostle them and break them, trying to get into one nest at the same time, or one may try to kick the other one out of the nest, or sone of them may decide to harrass the broody. The list goes on.
I've let the hatch in with the flock, and I've separated them. I've gotten chicks letting them hatch in with the flock, but I've also seen some of these things go wrong.
