It's not a problem if the parts have been intentionally selected and tuned to operate with each other. It's all springs and wire tension internally, and a good bike mechanic can make just about any (modern) groupset components work together.

However, box-store bikes are usually just built with whatever individual components are cheapest in bulk at that price bracket. More often that not, that means mixing and matching for no good reason other than to save the retailer a few cents.