While this might stand true for a really expensive piece of kit paired with a piece of dog crap, I don't think it necessarily matters most of the time.
As long as you can make sufficient adjustments (on the fork or shock) that actually effect the handling of the bike then I'm sure you'll be fine mixing and matching between brands.
I've never had a bike with Fox/Fox fork/shock combo, but I have owned Marz/Fox fork/shock combos before and had no displeasure with the setup or handling of the bike.
The only issues I have had was actually with a specific product and it would not have mattered one iota if I had the same brand shock - the fork was plain dud and should never have been released. (we all learn don't we Marzocchi, you learned to watch quality control in Taiwan
)