Does DAG database and log files must put in the same volume?

Hi Guys,

There is a Exchange 2013 DAG production environment in our company. Both Two dag mailbox server have three volume (c, d, E):

C for system; D for database; E for log files and we use WSB to back up the exchange data. They are working ok. But now somebody tell me that I must keep the database and log files in the same volume , or the MS engineer don't handle any case from us? 

Is it true? If so, any MS official document mention about this? Thank you.