I do not think every window covering has to match exactly. Still, the room usually looks better when the coverings share something, such as the same color, fabric, or general style. You can change the type when the windows serve different purposes.

For example, a large window near the sofa may need a shade that cuts glare. A smaller window in the same room may only need privacy. Using two different products can make sense, but choosing similar colors helps them look like they belong together.

You should also think about how the windows look from the outside. A mix of bright white blinds and dark shades may seem fine indoors, but it can look uneven from the street. I found a few helpful examples here while comparing different window covering setups.

I would keep the main look consistent, then adjust the covering for each window. That gives you a room that feels connected without forcing the same choice everywhere.