It's only a potential problem if you are a seed saver. The fruit isn't affected by cross pollination.

Think of it like this: If a woman chooses to get pregnant, who the father is influences what the child will look like, but it doesn't change the mother. The seeds are the child and the fruit is the mother in this analogy.

Melons and squashes are like dogs and cats, they don't cross anyway. I have never noticed any adverse effects from intermingled squash and melons. It would provide a broader smorgasboard for squash bugs should they be a problem.