The turtles could live in their own places in the sewer or other hiding places if they still had to live in hiding for the society and they already live their own lives in the beginning of the TMNT movie when they were about 18-19 years old.
I've never read any of the Mirage comics but from my point of view, it's much easier if the Turtles live in the same sewer. The sewer lair they live in is (usually) pretty darn big. Besides, I assume they still fight crime in their 30s, so it'll be much easier to regroup everyone rather than to race to eachother in their individual sewers. Plus, I think there's that sorta "family" theme that every TMNT incarnation has. They're brothers, so they live together as brothers.
Fishface405: The Mirage turtles were not superheroes. They were sporadic vigilantes (having the right skills means you're sometimes in the right place at the right time), but they were usually more concerned with surviving rather than any notion of saving the day.
Furrytoonosaurus: And I think that was part of it—sometimes it was just more practical for the turtles to live together in one safe secret place, which remained secret even after the official Utrom first contact. But I think part of it is also choice—they had certainly tried various degrees of living apart during volume 2, especially Donatello (when he was recovering from the physical trauma he suffered in City at War) and Raphael (who got fed up with Leo and Mikey in close quarters in their basement studio apartment). But really, the lair they ended up finding in volume 2 (and still lived in during volume 4) was pretty much the perfect lair, so it was always a place they could come home to. But as strongly foreshadowed in Rocks, even this togetherness was always destined to end as the turtles ventured off into their own separate lives.