The Wink hub is compatible with Alexa. I have one and it does a decent job with one exception - triggering Hue lights or scenes via Alexa (or the Wink app) through the Wink hub results in slow response of the Hue lights. Controlling the Hue lights directly via Alexa's native Hue support offers much faster response times and is more reliable. It does require some duplication of work, though, in setting up rooms on the Echo's app.
Someone created a Wink-to-HomeBridge config file, so you can get the Wink hub working with HomeKit if you have the inclination to do the work. I don't have any first hand experience with it myself, however.
But you're correct in that the Lutron dimmers only control the lights they're attached to and don't have direct scene support. What you
can do, however, is use a specific Lutron device as a trigger to activate a HomeKit action or scene. For example, turn on a specific overhead light or a lamp and activate a scene - which can then include Hue lights or other HomeKit devices. Kind of like a "robot" on the Wink software, if you're familiar.
I have this set up for a couple of my lights -- it works but there's a short delay. In my kitchen, there's two banks of overhead can lights that I like to turn on/off together - one main bank and one smaller bank - but each is physically wired to a separate switch. I've got Lutron dimmers on both, and have HomeKit programmed so if the main one turns on to 100%, then to turn the other one on to 100%. So when I tap the ON button to turn the main one on, a second or so later the second one comes on. The caveat is that the program resides on the iOS device used to create it. So, if I made it on my phone and was out of the house, the program would not work if my wife turned on the main light. The work around is I made the program on a spare SIM-less iPhone 5S I'm using as an always plugged in "Hey, Siri..." voice controller.
(Sorry for the wall of text...)
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The problem with the Lutron is it's all-or-none since it controls the switch rather than the bulbs like the Hue. I have a few 3- way switches that control multiple lights, not all of which I want on all the time. The great thing about Hue is you can tell Siri "Turn off [Bulb x]." Is there another home kit system that has that flexibility? Wink does this but it's neither HomeKit nor Alexa compatible. The voice control is what makes it so convenient.