No matter the source or the species, all new inhabitants should go through a quarantine. The plus side to mammals is that many already have been through extensive health screening and vet care before you even own them. This doesn't mean you add them to a population all willy nilly. Fish, birds and reptiles as well as some large animal livestock, quarantine is the best medicine. Far easier to deal with a single Ill animal than a number of them, plus, far cheaper.
I have purchased fish from high end retailers as well as your pet big box stores, everyone gets quarantined. Have taken on some sickly fish when I was getting into tropicals (partly because at the time and where I lived stock choice was very limited). Sometimes the "new" fish species were the sickly ones. So, I did it to be able to keep other species beyond the norm. To see them pull through was great and be able to enjoy them even better but I would not have been able to do it without first putting them in quarantine.
Getting different species from far better sources is much easier now, so I don't do pet box store rescues anymore. However, the fish I purchase still get quarantine time.