MHOs are not clustered like gateways are. They provide a form of active/active high availability when architected appropriately (all uplinks bonded across both MHOs) but they are functionally independent devices who sync a bit of configuration, and pass packets down to the SGMs / out to the network switches as they come in and out.
When looking to set up a Dual-Site architecture, you need the same amount of MHOs on both sites. So you'd have to add a fourth MHO to your setup if you wanted to move to this. You would then also have to move/add SGMs to that site before you can use that second site. A dual-site Security Group should have the same amount of SGMs on both sites in order to achieve HA, as they form an Active/Standby setup across the two sites. All SGMs in site 1 are active and all SGMs in site 2 are standby, until a failover event occurs.