Can you please explain me why when we talk about Hydration Enthalpy, energy is released, I mean why Hydration Enthalpy is the energy released, I think it should be the energy required?

This is because hydration enthalpy is the energy required to break the molecules into the constituent atoms plus the energy released when water molecules surrond those atoms. The energy released when water molecules surround the atoms is found to be greater than than the energy required to break the lattice. So overall, energy is released and that is why we say so.