Not every power supply is designed to handle parallel connections. It's usual to know about those that produce smoke in this situation, when another power source goes into their power output. The case of USB power sources present some complications with elements like hot plug, multiconnection and protection for each device.
When you buy a HUB with several ports some include an external power supply with 5V that it will be connected to the power that comes with the USB itself. The user should remind that one of the characteristics of the USB is the ability to provide power to the devices. So, what happens when you connect another power output to the inherent USB plug power source?
The configuration is called OR-ing, and like it was said not every power supply provides the necessary protection. This is a factor to consider when anyone plans to add an external power supply without knowing if it has this protection or not. USB ports and bundled power supplies must be protected so a complete breakdown would be rare, burning parts, but it's not the first time that happens, or adding other power supplies.