Brought up in a free market system and speaking their own dialect, Hongkongers remain unfamiliar with the central government and are tied to the municipality.
The lack of mobility prevents them from tapping opportunities elsewhere, and thus causes them to feel insecure and hampers the fusion of local and national identities.
So next time, when you visit Hong Kong, during the National Day holidays, don't marvel at the grand parade and the spectacular gathering, they are Chinese, and don't frown if they call you northern folks on some electronic bulletin board, since they are also Hongkongers. It's just complicated.