It’s correct that it can’t be done with the hub, but you don’t need to. (@tyler , sounds like support needs some education in this.)
Method 1: virtual three way with smartlights
First, smartthings is a multi protocol platform. You can set up a virtual three-way, which is the end goal of association for these two particular switches, with any two devices in smart things. It could be one zigbee device and 1Z wave device. It could be a WeMo outlet and a Z wave switch.
All you have to do is set up one switch to “follow” the other. This is very easy to do for on/off just using the regular smart lights feature.
So that’s easy and it’s an official feature. Support should absolutely have told you about that one, which is why I’ve tagged Tyler on this.
having one dimmer follow another in a virtual three-way
But the smart lights method can only give you on/off for the auxiliary. What if you want to use the dimming capability of the auxiliary? You need a way to have one dimmer follow the other for dimming as well as for on/off.
There are many different custom code solutions for this. One of the earliest was “dim and dimmer” and it’s still quite popular. But people have also improved on that overtime, and there are newer offerings with more features.
If you haven’t used custom code before, it’s pretty simple. You’re basically going to copy someone else’s code and paste it into your account. The following FAQ gives you the overview for that:
If after reading the overview, you think that something you would like to explore, you can use the quick browse list for lighting in the community – created wiki to see what’s available:
I don’t expect support to have told you about this option, but it’s one of the things the forum is for. 
Controlling dimmers is a very popular use of custom code.
3. Use a minimote to create the association
The last option requires buying one additional device, but it is an officially supported device, and I would expect support to have told you about this option as well.
The minimote is a small handheld 4 button remote. It works great with smart things, and the buttons can be assigned to pretty much anything that smartthings can do, including changing the mode, running a routine, turning on a group that includes both zigbee bulbs and zwave switches, etc. and it can also perform some system functions, including setting up zwave associations.
Price varies a lot, but you can usually find it for about $25. And as I said, you don’t use it just for the system functions – – it also makes a very nice nightstand remote. So it’s very popular in the community. (As it happens, right at this very moment, the first week of August 2016, it happens that one retailer has it on sale for $15, which is the lowest price I’ve ever seen. Check the deals section of the forum for the coupon code if it hasn’t expired.
But even at $25, it’s a very useful device to own.)
Here are Linear’s instructions for Association using a minimote:
http://www.nortekcontrol.com/bulletins/TB2014-001.pdf
Method 4: use the zwave tweaker
As of 2017, A community member has created a very cool device type handler which you can use temporarily with any mains powered Z wave device, including the linear/go control switches. This will let you set up the associations. Then when you’re done, you just go back to using the original DTH.
So there you are: four different methods. You definitely shouldn’t have to return the switches.