Its a personal choice, if you need to access those tables from other systems besides mojoPortal it might make sense in some cases to use a different db and connection string.
But there is nothing wrong in my opinion to add your tables for a custom feature to the same db as the rest of mojoPortal. This keeps it simple if you need to join to any of the mojo tables like the mp_Users table and allows you to use the existing connection string. I would use a unique prefix for your table names to group them together and to differentiate them from the mojoPortal tables. Like most features of mojoPortal use the mp_ prefix, WebStore uses ws_, for my add on products I use sts_ (Source Treee Solutions).
If you package a custom feature according to conventions it also easy to use our installation system for your custom features, and this is also a benefit of using the same db instead of a different one.
Hope it helps,
Joe