Hex applies debuffs to ability checks, not saving throws. It should not affect enemies' abilities to fail your saving throws.
From the D&D 5e ruleset:
[...]
You place a curse on a creature that you can see within range. Until the spell ends, you deal an extra 1d6 necrotic damage to the target whenever you hit it with an attack. Also, choose one ability when you cast the spell. The target has disadvantage on ability checks made with the chosen ability.
I.e., the enemy would make Perception checks to notice your stealthed characters at disadvantage.