Comparing the two CX wins clearly. The soft product (inflight service) is just better like
NoWindowSeat says.
However, a few things to consider:
CX A340 has the herringbone layout.
Look here to see what I mean.
I love it, but quite a few people dislike it. Especially for 2 people traveling together the seat layout makes it difficult to interact. I think this is the biggest factor you need to consider as a couple. On CX, you will feel isolated from each other, maybe not what you want on the honeymoon.
DME may not be the best hub for scandinavian destinations. HEL is inside schengen area, so once you have cleared HEL immigrations, connecting travel is a breeze.
If you hold no FF status, lounges in HKG before flight is clearly better if you choose CX.
Checkin in HKG is as easy regardless of CX or AY. Both uses the MTR in-town early checkin if you like that. If you plan to do check in at the airport, then AY check in is more limited. CX is open "all day" and AY is not.
AY flight exHKG is a night flight. That means they are focused on getting people fed quickly and then sleeping. Nothing is stopping you from enjoying the trip, just a note that service may be different depending on time of day.