One is run by tight fisted Chinese with a British mentality the other is run by a tight fisted Arab with a British mentality.
One has the heat the other pollution.
Neither one of them will let you live where you actually want to, and both will want you to work for nothing if they could get away with it.
The only thing I think that HKG offerers more than Qatar is...ummmm...you can drink beer in the street at Lang kwai Fong
Go For Hong Kong