I mean yeah that’s definitely something to be upfront about. Not everyone plays RPGs purely cooperatively though. It can be plenty of fun to have the player characters be separated but moving through the same world and getting into interconnected shenanigans. It is way harder on the DM and not every Player is comfortable with confronting other players as adversaries.

Just claiming one is something “we don’t do here” in general is a bit weird in my opinion. If it’s meant as “not on my table”: yeah sure your game your rules