First, to get this out of the way: you mean the hue bridge, right? (There is no “hue hub.”)
So, assuming we’re talking about the same thing, this device
Then bulbs which are connected through the hue bridge will likely go off-line less often to SmartThings then Bulbs which are connected directly to SmartThings, but this is because of issues with how SmartThings determines that devices are online which are affecting quite a few people right now. The hue bridge is just smarter in this regard at the present time. It doesn’t have anything to do with a load on the network. You could get down to one bulb directly connected to the SmartThings hub and it might still show as off-line several times a week.
One other issue to be aware of, however, is that most of the zigbee bulbs, and this includes Hue, are unreliable repeaters for the other zigbee devices on your network. Your smartthings hub will think that the bulbs are repeaters, but they tend to lose some messages, which can cause you to think that your sensors are misbehaving when in fact the sensors are reporting the status just fine, but the bulbs are losing the messages.
So if you do connect your bulbs through the hue bridge, you may improve the general performance of your zigbee network just because you won’t have these lost messages.
So that in itself is a good reason to move the bulbs over to the hue bridge. But again, it’s not because of the number of bulbs.