There was no time to decide anything: the Snake Island affair was like a continuous whirlwind of crises: first, out of nowhere, Cheung Mo Gei was reunited with his adopted father (Tse Tsun) after something like fifteen years. Before they even got the chance to catch up, they were off to rescue Granny Golden Flower from the Persians. That ended in the most unexpected way when Siu Chiu was declared the new leader of the Persian Ming Cult and left China forever (as far as we know). Right after that, Chow Chi Yerk drugged the group, murdered Yan Lei, and forced Chiu Mun to leave the island.
When, in the midst of all that activity, was there even time to contemplate relationships, let alone decide among them? Almost before he knew what was going on, Cheung Mo Gei was left with just Chow Chi Yerk (by her design, of course).
Priorities, people. Priorities.