MQTT Vs request.post

Configuration
1

I am very confused on the use of MQTT for HA. I have multiple temperature gauges “connected” to an Acurite Smarthub. I intercept the Temp/RH data these sensors send to the Acurite website and forward it all to HA using a python script that contains something like

response = requests.post(
            eg.globals.haServer + '/states/' + theSensor,
            headers={'Authorization': 'Bearer ' + eg.globals.haAuth, 'content-type': 'application/json'},
            data=json.dumps({'state': officeTemp  'attributes': {'icon': theIcon, 'hidden': 'true', 'friendly_name': fName}}))

I can do this pretty much for every sensor I cannot connect directly to HA. So my questions are:

Should I use MQTT instead?
I have read bits and pieces about MQTT setup, usage and it seems somewhat complicated for simply adding/updating sensors within HA.
What am I missing?
Can anyone point me to a clear guide for setup and usage (python based ,preferably)

Thanks in advance

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