Without wanting to be "critical", you want to purchase cheap tickets on an airline that might no longer be around, when your return flight goes ....
I agree with you, that this large difference in pricing might be worth the potential hassle. Especially, when your origin is HKG itself, and no further LH connections are at play.
For me, it would be a no-brainer to book an airline that would be around next week, though I probably pay significantly less for CX flights, given HKG is not my home airport. When on different airlines' tickets, I tend to book an overnight, when changing the airline, just to avoid getting stuck.