Hegetotherium and Pachyrukhos
were recently redescribed by Seoane and Cerdeño 2019 who considered them to be members of the Notoungulata, an invalidated polyphyletic clade with former members now nesting in various hooved marsupial and hooved placental clades.
Traditionally notoungulates are considered placentals and ungulates.
Seoane and Cerdeño report, “Hegetotheriidae is one of the most derived clades in the Order Notoungulata, the most abundant and diverse group of South American native ungulates.” The key word in there is ‘diverse’. Notungulates are SO diverse some of them are not related to the others.

Figure 1. Image from Cassini 2013. Pink taxa are marsupials. Others are placentals.
We looked at Hegetotherium,
earlier. In the large reptile tree (LRT, 1517 taxa) Hegetotherium nests with Mesotherium and Interatherium at the base of the marsupial Toxodon clade, derived from the wombat (Vombatus) clade. All those are derived from the Paedotherium clade (e.g. Paedotherium, Phalanger, Petaurus and Thylacoleo). In Seoane and Cerdeño, Paedotherium is a taxon nesting close to Pachyrukhos, a taxon not included in the LRT.
The Seoane and Cerdeño taxon list also includes
Paedotherium, Mesotherium and Hegetotherium, but not Interatherium, Toxodon, Phalanger, Petaurus and Thylacoleo. So taxon exclusion and lacking a wide gamut viewappear to be twin problems here. Seoane and Cerdeño did not realize the taxa in their study were marsupials close to phalangers and wombats. They assumed, by tradition, they were dealing with placental ungulates, close to cows and deer.
References
Cassini G 2013. Skull Geometric Morphometrics and Paleoecology of Santacrucian (Late Early Miocene; Patagonia) Native Ungulates (Astrapotheria, Litopterna, and Notoungulata). Ameghiniana 50 (2):193–216. DOI: 10.5710/AMGH.7.04.2013.606
Seoane FD and Cerdeño E 2019. Systematic revision of Hegetotherium and Pachyrukhos (Hegetotheriidae, Notoungulata) and a new phylogenetic analysis of Hegetotheriidae. Journal of Systematic Palaeontology http://dx.doi.org/10.1080/14772019.2018.1545146