I initially know that some wallets generates new addresses everytime the address receives funds, this process is done so the transaction history will not be easy to track.
Yep this is also possible with Mycelium wallet
We can also still use the same address even our wallet's btc segwit wallet is changed.
I just don't know if it is also the case on Mycelium wallet... Is it?
Yes, it applies to mycelium too. All the address associated with the HD wallet can still receive BTC at any time and the BTC can also be spent at any time so long as you have access to the wallet or seed phrase associated with the wallet.