Can't really say if it is good or bad, just different. When we started a data warehouse project at a previous employer we set up the Staging and ODS databases separately. We could have just as easily put them in the same the database using schemas to keep things separate.

If this is being done, one thing I would also make sure of is that the staging and data warehouse tables were in different file groups. This would allow for the placing of these groups on different spindles on the server (or SAN) so that they weren't using the same disks.