Normally, my main concern is that the dye from the wallet won't transfer onto the lining of my bags; or vice versa.
So, I tend to buy wallets of a similar colour, or tone, as the lining of my bags (either that, or metallics).
They may, sometimes, just happen to be of the same brand; but more often than not they aren't and it's definitely not a necessity, at all.
Having said that, it would be nice if there were a better range of very simple wallets, in a wide range of colours, available.
As I find that the choice is often quite limited, in the case of many brands. So, even if you wanted to match brands and colours, you would often find it quite hard, unless you were very flexible in terms of design.
I would have happily bought a pink-beige Chloe wallet, recently, but couldn't find one without a lot of extraneous hardware (which was lovely, but rather impractical).