CX (Cathay) and AA aren't the best of friends, AA prefers routing with JL in Asia as they have a joint venture. You could certainly make your own way to Chicago or one of the many other CX North America gateways however and get a CX flight from there. Despite being separate alliances, CX does interline with UA quite a bit, so likely why you're seeing those options. I wasn't familiar with DL doing the same but isn't terribly unusual. Airlines are under no obligation to offer connecting flights on their own alliance partners. But to answer your original question, there's nothing indicating that CX will exit OneWorld anytime soon. It was rumored a while back but that's gone nowhere. I've actually expected their close neighbor up the river, CZ to join for quite a while but that also hasn't happened yet.