Hello and welcome to HK!
1st, FT has a number of threads discussing the pros and cons of CX MPC versus AA. Definitely worth a search.
2nd, one or both of you should probably join CX MPC (initial USD50 fee per person that may be waived under certain circumstances). You then will have the option to credit miles and get benefits.
3rd, what frequent flyer benefits are most important to you? Some details on travel patterns/style can help the long term FT experts provide more customized advice. Some examples: mix/frequency of C (business) or above versus Y (economy), preferred US hubs, flexibility of budget, importance of lounge access, etc.
My suggestion is to join CX MPC and credit miles there. There are immediate benefits even at the lowest tier (Green) such as priority boarding and check-in while at the next level (Silver) you will have lounge access. Some economy fares earn no miles on AA, though may earn some or full points on CX. Factors that may change this answer would be if you were flying mostly paid business/first and prioritized earning miles.
Finally, there are many long term ex-pats in HK who started out expecting to stay only 2-3 years… Safe travels!