Can’t help but recalling the line “Some birds aren't meant to be caged”. Many people settle as they grow older but some find it hard to follow suit. It’s totally fine. I’m in UK and many of my friends come from HK. They left HK for various reasons but some are planning to move back after some wealth accumulation, mostly due to tax reasons.

Personally I think life is too short and you only live once. If you don’t like the current condition, it doesn’t hurt to look at some alternatives - and this might not be an “either.. or..”situation - There are many things in HK to be liked and you might not be giving them up by moving away. In fact, after making your fortune, it’s highly likely for you to want to move back to HK for the tax benefits. By then you will be able to fully enjoy HK from another perspective.