This is not really an MDG topic as it applies to any landscape with distributed systems. The answer is "it depends" on the situation, effort and ability to setup and maintain an interface from your HR system to the MDG hub.
As a general rule of thumb, dual maintenance should be avoided. This can be achieved by bringing the Org Structure to the MDG hub through an interface/IDOC or maybe just build an RFC call to resolve agents in the HR system and get the results back in the agent assignment BAdI.