Yes you can get a leak if they are not bolted together (with gasket in between).
It is tricky too because you really don't want a leak between head and intake, and bolting the whole thing together you have to be sure of:
1. No leaks intake-to-head - never. Top Priority.
2. No leaks exhaust-to-head - if possible. Next priority.
3. No leaks intake/exhaust manifold - again if possible.

If all surfaces are flat and square it's easy. If not it's tricky.

Yes it is done this way to get heat to the bottom of the intake. The flapper valve in the exhaust is supposed to rotate when warm to help block too much heat. Often the flapper is rusted open or shut.