We are going to be using vSphere 6.0. We will have 3 hosts controlled by vCenter.
SSO is being used in an embedded fashion and it will be linked into AD (Active Directory)
Would there be a need to join each Host to the Windows domain also?
No, not at all. Joining ESXi hosts to a domain, may make sense if you want to have users access the hosts directly, but don't want to create local accounts, or everyone using the root account.
It depends, if you login through the vCenter (with a AD identity source configured) with your domain account you will manage your hosts without need to add them to domain. But, if you want login directly to your hosts using your domain account you need add the hosts to domain.
Usually, when we use vCenter we don't add the hosts to domain, just create (and take note) a secure/complex root password, and do all tasks through the vCenter server.