Since $p < \frac{1}{2}$, we have $2pq < q$. This leads to $1 - p - 2pq > 1 - p - q = 0$. And hence $q-pq-2pq^2 > 0$.
Hence $1+q-2pq-2pq^2>1-pq$ which shows $\frac{1+q}{1-pq} > \frac{1}{1-2pq}$ and the second set of rules is better.
Some additional notes: (you can ignore if it is not relevant any more)
The first formula is not the formula for the set of rules stating a player wins if he wins two consecutive games. (I read the original post as well.)
The logic seemed correct but one needs to consider the case where $A$ and $B$ alternates for not only $2$ games, but also $4$ games, $6$ games and so on.
So $A_1 = p^2 + (2pq+2p^2q^2+2p^3q^3+...)A_1$ actually and you need to use the geometric series formula to solve for it.
Edit again: In fact I was wrong, the formula should be $A_1 = p^2 + (2pq+2p^2q^2+2p^3q^3+...)p^2$ which actually coincide with your formula for $A_1$.