firstly, Macau and hong kong can not be put into the same discussion.
Hong Kong is a well established mega city, with all the positives and negatives you could expect from any very large city. The expat life in HK is huge to say the least, especially on the weekend. One can expect a full and diverse lifestyle. Just got to put up with some haze ( the nice word for air pollution).
Macau, on the other hand, is a over developed, under governed, over crowded, polluted, frustrating place to live. And, curiously, even though macau is only 70kms from HK, it suffers much, much worse air pollution than HK. I wouldn't bring kids here. And as for licensing conversions/requirements in Macau, you'll feel like shooting yourself in the head. The Porto's really know how to create BS paperwork and redtape.
I think you can guess were i live!!!
You mentioned, HeliExpress. Are you looking at joining the company?
PM me if you want more.