If all you have on the zigbee end is bulbs then connecting directly is fine, however most bulbs, and hue is one brand for sure will mess with routing packets from other devices, you will be much better off putting them on a hue bridge.
This has nothing to do with HE, and everything to do with bulbs being poor routers.
I still have mine on the Hue bridge as well, in part due to the fact that I had Hue for a year or two before SmartThings (and Home Assistant and Hubitat and everything I've tried since to supplement and/or replace it), but I agree that it's still advantageous to keep them there.
Other advantages to using the Hue bridge:
native Siri support on v2 Bridge
Alexa integration supports colors ("e.g., set Living Room to orange," also v2 only)
Hue accessories (Tap and DImmer) can be used natively
Hubitat does support the DImmer, but IMO it's still easier to configure with the Hue app
The Tap and I think Dimmer can work by communicating directly to the bulb, no "hub" (the Hue bridge is just a bridge) needed, which is likely to increase reliability and speed (not that Hubitat has problems with either, but fewer things in the middle to go wrong is nice) and possibly significant-other-acceptance factor.
Remote control with My Hue, no VPN needed
My opinion: easier room/scene creation
The main disadvantages are that:
Hubitat relies on polling to update Hue devices when changes are made outside Hubitat, so in some cases you may need to "refresh" the device or wait a bit before it appears as expected (e.g., if you change to a Hue scene then try to capture it as a Hubitat scene, either wait or refresh; if any apps/rules you have do a save-and-restore of states, they may also be of concern)
Outside of access to Hue's "rooms" as a single device, I also don't know if there's a good way for Hubitat to address multiple bulbs at once and avoid the "popcorn" problem, which I happen to have gotten used to and don't mind anymore (ST was the same).
That's correct. Connecting your hue bulbs to the Hue bridge is better if you have Zigbee devices on HE. I spent a few hours on the weekend moving all my Hue bulbs back to the Hue bridge from HE and ST due to Zigbee mesh issue with the Hue bulbs.
Note that if you do this (pair to Hue bulbs to Hubitat) it can also be quite difficult to get them back on Hue. Hue uses ZLL, but the bulbs should "fall back" to join a ZHA controller like Hubitat if it can't find ZLL, ZHA uses more channels and it's possible your bulbs will get "stuck" on one ZLL doesn't use, which will make it difficult to pair them back to Hue without extra effort (extra hardware, in fact, like the discontinued Lutron Connected Bulb remote that can "reset" the bulbs, which Hue bulbs have no way to do on their own--some smart bulbs reset themselves if flicked off/on in a certain pattern, so this would be less of a concern for those bulbs).
This is resolved with the native app "Groups and Scenes" ... z-wave devices thrown into the same group/scene will still operate at a different speed, but zigbee devices should all go together.
That said, I still use my Hue Bridge ... haven't been able to figure out how to emulate the gorgeously smooth, slow (30min), color transitions the Hue app lets me do.
But Hue bulbs used on Hubitat via the Hue bridge aren't ZigBee devices; they're LAN devices as far as Hubitat is concerned, and from what has been said I assume they're using the HTTP(S) API. I don't think this API provides a way to address multiple bulbs at the same time outside of using Hue groups.
Hue bulbs paired directly to Hubitat should indeed work as you described as part of a ZigBee group, along with similar ZigBee devices. I may not have been clear on which situation I was referring to. In any case, like you, I use my Hue bulbs via the bridge. Looks like we all have a lot of different reasons to keep doing so.