Smart Bulb Alternatives

No you don't. The Integration is complete. Caséta dimmers will show up as devices in HE.
If you're leaning towards physical dimmers instead of Pico and smart bulbs, Mark has 13 dimmers to sell @$25 each. A very good price.

Oh and keep in mind, the PD-6WCL Caséta dimmers do not need neutral, but Caséta switches do need a neutral.