Musnad Ahmad 487:0

It was narrated from Yazid ibn al-Aswad al-Amiri, who was among those who settled in the Levant, that he said: I performed the Hajj with the Messenger of Allah (ﷺ) in the Farewell Pilgrimage. I prayed the dawn prayer with him in the Mosque of Khayf. When he finished his prayer and turned around, he found two men at the back of the people who had not prayed with him. He said: "Bring them to me." They were brought to him, trembling. He said: "What prevented you from praying with the people?" They said: "O Messenger of Allah, we have already prayed in our dwellings." He said: "Do not do that. If you pray in your dwellings and then come to a mosque where there is a congregation, pray with them, for it will be a voluntary prayer for you."