I have never seen this posted, and did not expect it to work. I hooked up a pico to hub 1 and set it to control the light. (ultimate goal was Homekit rules to have the front door unlock on a % on. which works perfectly)
I then decided to use a lamp dimmer on hub 2 to run this set up, after connecting the pico to hub 2 I was very surprised to see both the light from hub 1 and hub 2 both turn on from the pico.
Not sure if Lutron intended this to work, but if you have lights on different hubs, you can cross them over and control both with 1 pico.