It only means that your component is not "pure". as in, the same "state" and "props" can result in different html since render "reads data from store". I try to have as many components "pure" as possible, meaning their entire interface to the outside world is props & state--easier to reason about, cleaner, easier to test.
could you have something higher up--either a "higher order component" (if you've never heard that term, see: google.com/search?q=react+higher+order+components) or some non-component glue code--do the subscribing and pass the data you need down to you as "props".
but yeah, sometimes you gotta do what you gotta do. maybe this is that higher order component. I wouldn't have a whole lot of components doing this but if this is the one that has to, I'd have it up as high as possible in herarchy and have it do something like store.onChange(this.forceUpdate)