What year are you refering to ? As far as the actual miles per gallon figure, the '92 - '95 VX Hatchback is king, at over 50 highway miles per gallon.
The CRX HF was not far behind ( over 50 MPG is I remember correctly )
As far as how the two compare, the CRX was produced without an airbag.
Also, as I'm sure you are well aware, the CRX was a two seater.
My civic hatch ( '92 ) has what was called a 'clamshell' hatch and has a small tailgate like a pickup truck would have.
I have found this extremely usefull, since I can place oversize objects in the 'bed' of the car and just let them hang over without fear of them falling out as they would with a traditional hatch .
I have actually moved a 10 foot tree with the car - I just let the tree hang out the back.
My mileage that day was .... not so good .
The HX started in '96 and was rated 37 city / 44 highway EPA at the time. Currently the EPA lists the '96 HX at 31/39. In raw mpg the VX etc should definitely beat out an HX. As the HX is '96 thru '05 it is OBDII and can support a scangauge - which gives you a real-time mpg readout.
Currently the EPA site gives somewhat reduced numbers for all those cars as they've posed "revised" estimates in an attempt to show what those cars would rate if tested under their recently revised test procedures.
The CRX was labeled as the Civic CRX in the first generation, just like the Honda Civic Del Sol, anyway, The CRX HF got 1-3mpg better then the civic VX, depending on the year of HF you get, mostly due to slight gains in weight as the years went on.
the Civic FE was supposed to get 41 city 55 highway for mileage, but they stopped making them in 1983, as soon as the salt and sand is swept off the roads, and the mud clears between the driveway and where my 1983 civic with an FE tranny is parked I plan to get it out and find out what kind of mileage I can get with it in real life, the car started out life as a DX instead of the FE, but it needed a new tranny, and seems to run amazing with the taller gearing.