I suppose it makes sense, back then you wouldn't think there would be an existing supply chain of companies like Mopar just waiting for a car manufacturer to spin up and start buying their stuff
The Highland Park plant was Ford's play to cut the Dodge Brothers out of the process by machining most of his own parts. The peak of vertical integration would be the River Rouge plant which, as you say, machined all its own parts from iron and steel made on-site from raw ore (but never made the Model T).