Most of the good quality fish stores get them from the same place. But once you speak with them you will see that even within the same region they receive their fishes from separate breeders. Some fish farms have several breeders in the same location so you know that its not all the same related fish. But you really must talk it out with all the owners. It will take a lot of work but if you do get a related pair inbreeding is not so bad. You get more desired colors in their appearance. But inbreeding after a certain point is bad so i suggest introducing a new fish into the gene pool at some point.Most people will not bother, unless you are looking for some particulary fancy pairings/offspring. An unrelated pair should be more genetically diverse, but you would need a wild pair to have any real hope of getting a really diverse pair.
Bear in mine that a lot of the local shops will use the same suppliers anyway. So short of asking each shop who they all get stock from, you will probably end up with a related pair anyway!
So, in short, it is desirable, but not required.