Well, there's several issues here...
First - ducks are very messy compared to their chicken cousins. They love to splash in the water dish, and they seem to poop about three times as much as chickens.
Second - Yes, they could pass diseases to one another. Of course, depending on where you both got your birds may lead to an increased or decreased chance, but that depends on a whole pile of things.
Now, there's also the issue of being neighborly. I personally raise my chickens and ducks together. Just turned out 3 ducks into the pen this afternoon, and have one little mallard living in the brooder with 4 chicks and 6 guineas with no problem. But, you have to do what is right for your babies, and if you don't feel comfortable with those ducks in there, then by all means, don't do it. But, you may offer to help them get their brooder online. They say their pen isn't done. I wonder if they realize that the pen doesn't need to be done yet to properly brood them.