Haxeflixel is evolving constantly, you can check the latest OpenFL5 compatibility status update here: http://haxeflixel.com/blog/08-openfl-5-compatibility-status-update/
Maybe in a near future you'll be able to use it with OpenFL5 (hopefully!).
Well that depends on what you are trying to do. If want to make games but doesn't really want to delve too deep into things like collision detection & response, physics, states, sprite effects, and many other stuff you should definitely be using it.
But if you're currently more interested in understanding better how OpenFL works and code your own solutions for those problems, just stick with OpenFL then. You might find amazing how much you will learn by coding your own in-house framework (don't need to be Unreal Engine 9). It can take more time though.
Either way you're in the light side. Our groves have more life.