The Xiaomi air purifier with HEPA filter is primarily intended for fine dust (soot, dust, pollen, etc). In a big city or during the pollen season, this is of course useful, but in your bathroom there probably won't be that much fine dust (unless you're just dumping new sand into the litter box).
A filter with activated carbon could help against odours, but I'm not an expert. The purple filter has activated carbon in it:
Xiaomi Mi Air Purifier Filter Unfortunately, I don't know how much it helps against odours in practice.
Some litter boxes also have an activated carbon filter directly in the lid. If yours has one, check whether it has not been changed for a long time (>1 year).