Zigbee is different from zwave in that it allows for different “profiles.” This is actually part of the zigbee’s flexibility and is one of the reasons that it is very widely deployed. You probably already have a couple of zigbee networks in your house that you are not even aware of. many cable set top boxes use zigbee, most smart meters do.
Hue bridge uses the zigbee light link profile, ZLL, which is intended only for lighting devices. That’s why you can’t add a zigbee lock to it.
The smartthings hub uses the zigbee home automation profile, ZHA, which allows for both locks and lighting devices.
You can read more about this in the zigbee profiles FAQ:
Both zigbee and Z wave are well-established third-party protocols. They each have pluses and minuses.
Most very expensive professionally installed home automation systems such as those from control 4 and Crestron use zigbee because of its greater flexibility and better energy management. But there are zwave advantages for low-cost do it yourself networks. It’s certainly possible to have a robust network with either zigbee or Z wave. (People like Sergey Brin and Mark Zuckerberg are using zigbee for their home automation, but most people don’t have homes of that size so the Z Wave four hop limit is not an issue for them. 
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The fact that SmartThings supports both zwave and zigbee is the reason why many people, myself included, selected it in the first place. You can read more about the various differences and uses in the following article in the community – created wiki:
http://thingsthataresmart.wiki/index.php?title=Z-wave_versus_Zigbee