Liveforthesky
It is only concerning the CPL, IR and possibly MER (makes sense so that you get used to exactly the same twin you'll use for your ME-IR) where it is advisable to stick with the one single school; on the other hand, the PPL and hour building in particular (including your NR, IR(R) etc. if desired) can be done wherever you wish. If distance learning especially, the ATPL theory course will most likely have to be done with a separate school.
I am led to believe it was only Flybe who have had this as a prerequisite for modular candidates from a while back, though it appears to have evolved into a rule of thumb for modular guys since.
It is probably a good way of going about your training anyway.