Yes, it is always recommended to purchase coils of all the same brand, and in some instances, it is even required by the manufacturer.
In general, it's good practice to replace coils with matching brands because minor differences in tolerances and resistances between brands may cause issues in the ignition system. Always keep in mind that replacing coil packs as a set is recommended based on mileage - over 100k miles is a good benchmark for replacing all of your coils at one time.
In some cases, manufacturers change brands after a certain production date at the factory, and sometimes the design of the coil packs changes along with that. If that's the case, they cannot be used interchangeably, and If that is the case with your car, don't worry! We catalog all the proper coils for your specific vehicle when you "Select Your Vehicle" on the homepage of fcpeuro.com.
Below are examples of coil packs for an 08 BMW 328xi. BMW used both Delphi and Bosch coils as original equipment, but they are very clearly different styles. The Delphi uses a metal casing and the bosch is all plastic. Although both coils will work with the car, the different styles make them physically unable to be combined and used with each other.