But, to apply for CX Amex, don't I have to have HK address?



Yes, my 18k AM is only from flying with CX. I do have AA membership but I haven't used it for a long time. I think I might have some mileages on it too but it's probably expired by now.
I use Southwest as my airline of choice to travel within US with no checked baggage fees since it'll take me a while to get to 30k on AA before I can get my baggage fees waived.

I just noticed that my current ticket that I purchased is the L class so can't transfer miles to AA. I did not know that. So I guess it's too late trying to transfer miles to AA now.
And my previous AM miles can't be transferred to AA too I don't think.

And thanks for all reply guys. Good stuff for me to learn. ^
Much appreciated.