Honestly, Shanghai is a unique case where you may be well off sticking with Delta. PVG is the home of China Eastern, and mileage earning rates on Delta are pretty generous on them. Delta is a close investor in China Eastern so the two airlines have a really close relationship.

The MU frequent flier program isn’t particularly generous on its own, either - so while you could start over earning status in it, if you occasionally return back to the US to visit or plan to relocate home after a few years’ rotation in PVG, maintaining DL status may be a good idea.