Let me clear one thing people in Hong Kong are in China. Hong Kong is China with few exceptions of basic law.
For your question moving between cities anywhere is hard. Moreover most population in Hong Kong is not that well educated to get better paying jobs as locals have better university education and good English knowledge in tier 1 cities.
People live in Hong Kong as they don't have a choice or skills or resources. Most Hong Kong people with skills or resources are already either in China or other parts of the world.
