Shimano 7- and 8-speed cassettes are typically bolted together, or rivets that easily be drilled out on the head end. The loose cogs and spacers can then be grouped in whatever combination suits your legs and terrain. SRAM cassettes can also be disassembled into loose cogs and Miche cogs also work fine.

No, the bolts and rivets don’t add strength.
No, the grouped cog sets do not have to be matched. I’ve only noticed less than perfect shifting (sometimes) only when the cogs are a single tooth spaced.

The 8-speed cassette on my Marinoni is 12-14-15-16-18-21-25-30, assembled from a mix of cog brands - Not a combination in any catalog!