It can be set up in many ways. Yes, you could put the valves directly on the pumps. But if you want to tear down and clean or reconfigure you do not want to mess with the pump heads.
The threads on the pumps are not up to having metal fittings put on and off multiple times (IMO). Put a set of couplers on the pumps and leave them alone. The rest of the configuration is fair game. I don't think there is any one "correct" way.