There is no option for that. It's like using two inputs at the same time. I am not aware of any other mobile devices capable of this feature either. It's not a PC or a gaming console for a gaming oriented feature. Not even Xiaomi's Blackshark gaming phone has that feature, AFAIK. Also, system sounds are actually restricted by Google in Android for security purposes. But MIUI being a proprietary OS, it is giving this feature.

Cheers! :-)

Asus zenfone 5z does that... Mic+system together, that also provide option to steam directly to youtube while gaming