I've been testing a bit this weekend. 500hz mouse/xim feels way better than 125/250hz in my opinion. This is on Xbox though. I'm basically using the same config but tweaked for 1800dpi and 1.30x ads.
Tried every single combination thats possible.
For XBOX ONE X
125hz XIM/125 hz Mouse = Meh
125hz XIM/250 hz Mouse= Meh Used G502 Hero. My mouse doesn't have 250hz
125hz XIM/500 hz Mouse= OK
125hz XIM/1000 hz Mouse= OK
250hz XIM/250 hz Mouse= Amazing Using G502. " "
250hz XIM/500 hz Mouse= Amazing
250hz XIM/1000 hz Mouse=Good
500hz XIM/500 hz Mouse=Good
500hz XIM/1000 hz Mouse= Good
1000hz XIM/1000hz Mouse=Great
All Polling rates tested at High Dpi. 16k-20k Dpi