Welcome to the Community,
it's not uncommon to create VM's with their virtual disks (.vmdk files) on different datastores. This is often the case for e.g. database servers, where the OS disk is on "slow" storage (e.g. a HDD), but the database, and log disks are on fast storage (e.g. SSD). Another option to distribute .vmdk files across different datastores is to use e.g. storage vMotion.
HA and DRS do not change the VM's .vmdk location. Storage DRS might however contain rules to place .vmdk files on different datastores.
André