Cathay is a founding member of OneWorld with a founder's veto on new members. There's no way Starlux chases it out as opposed to the other way around.
The fact CX isn't synergizing with other OW carriers at JFK likely has more to do with the fact that CX-AA connections to points in the Americas make more sense via other hubs to the west, whereas CX has more O&D traffic out of NYC that is high premium and would be enhanced by having the extra space for a lounge. Note Aer Lingus is making the same move for the same reason (lounge), even when AA connections would arguably be more important for it at JFK, and no one is speculating about it leaving OW.
There is still the possibility of an independent JV/interline agreement with JetBlue which could be better ex-JFK than another AA connection.