Yes, behoren tot either implies ownership or it is about belonging to a group, if there is no ownership/hierarchy and no group you cannot really use this. Horen bij is more general and a bit more loose (I'm not really sure how to explain).
- jullie horen bij elkaar = you belong to each other (can be used for anything that fits together, from casual fits up to eternal soulmates, BTW jullie behoren tot elkaar sounds very formal/awkward if you ask me)
- ik hoor bij de mensen die graag slapen = ik behoor tot de mensen die graag slapen = I belong to the people that like to sleep
- mensen behoren tot de zoogdieren = people belong to the mammals (horen bij doesn't really work here I think, as this is really about hierarchy and grouping)