LZX is definitely a better packer than LhA. But since the compressor is not open source (I think Microsoft licenced it for their CAB files, no less), you won't get a MOS-native version (or any other kind of non 68k-native version).
Not that it matters...Hotspot JIT is very fast.

Don't worry about 68k compressors on MOS. I haven't found one that doesn't work yet (unless it opens an AGA screen, like the early PowerPacker progs). And unless you're (un)packing HUGE archives, JIT is fast easily enough.