Not meaning to put forward an opinion on which to prefer I will note that neither has records that would probably be considered complete by modern standards:
Lillee:
Country | Innings | Wickets | Average |
Aus | 41 | 69 | 18.72 |
Eng | 17 | 27 | 26.07 |
NZ | 3 | 7 | 13.42 |
SL | 2 | 0 | - |
Overall | 63 | 103 | 20.82 |
Hadlee:
Country | Innings | Wickets | Average |
Aus | 46 | 61 | 22.37 |
Eng | 21 | 33 | 21.63 |
NZ | 35 | 49 | 20.67 |
SL | 3 | 7 | 9.71 |
UAE | 3 | 5 | 25.60 |
WI | 4 | 3 | 39.66 |
Overall | 112 | 158 | 21.56 |
Hadlee has almost double the number of matches to consider, but this is due to the expansion of ODI series with the World Series Cricket/Cup; the years a WSC series was played are clearly distinguishable on the list of matches played by year for both players, and otherwise, both played similar numbers each year. Hadlee has only one more country where he played extensively: his home country, NZ.
Both had only a handful of matches played elsewhere, and only failed in one country: SL for Lillee, WI for Hadlee. In both cases, there may have been intervening factors: Hadlee did not bowl in one of the WI matches, implying he may have had injury problems although I'm not bothered to check. Hadlee was better in England and Lillee better in Australia by a smaller margin, and their records elsewhere do not really permit comparison. Neither played in Pakistan or India.
Neither has a well-rounded record in terms of performing everywhere (but then, no one really did: Garner in Pak. played 6 matches to take 4 wickets at 39.75), so while there are reasons to perhaps prefer Hadlee, a 'no-brainer' it is not. Unfortunately, one cannot say with any certainty how players of that era would have faired round the world, and people need to be more restrained with their assumptions.