Zigbee devices like Xioami sensors can only belong to one hub. And there is no integration available between the Xioami gateway and the smartthings hub. So you can use them with their own gateway or with SmartThings but not with both at the same time.
They are quite popular in the community because they are so inexpensive, but they are somewhat idiosyncratic as the manufacturer only intended them to be used with their own gateway. So there are some issues that come up from time to time.
Integration with Phillips hue lights is pretty good out of the box, but it does require that the ST hub and hue bridge be on the same LAN.
The switches and motion sensors can connect to ST with custom device handlers, but, since custom code always runs in the cloud, many people prefer to keep them connected to the hue bridge to retain local control (in this case they are not visible to ST).
I have a few hue dimmers and Motion sensors connected to ST and others connected to the hue bridge, so there are options (they are zigbee, so each device can only be connected to one controller).