PurpleMonky,
A reasonable question. I'd have to say that you will both be able to afford a comfortable lifestyle in HKG on a SO/JFO salary unless you spend every night in "the Fong" boozing it up.
Personally I wouldn't leave NZ for money, I'd do it for the lifestyle, travel, and whatever else you hope to get out of CX.
If you think that makes it worthwhile then go for it.
Good luck.
