Bilbao is a part of Spain, Barcelona is a part of Spain, Seville is a part of Spain (Spain has had to deal with a lot of pro-independence populations), Donetsk is a part of Ukraine, Grozny is a part of Russia, London is a part of the UK (they did seem pretty unhappy about the vote...), Lhasa is a part of China, Taipei is a part of China/Taiwan (unique in currently being independent), Quebec is a part of Canada, San Juan is a part of the US.
If a city doesn't want to be part of its encompassing political state, then it absolutely has the right to treat with rest of the world in an attempt to realize those goals. And the rest of the world has a right to respond however they feel appropriate.
Hong Kong may be a part of China but China does not own the people of Hong Kong like some sort of property.
Really HK should have become independent, but no doubt China would still claim it as theirs.
Well, both yes and no. That's kind of the problem. China and HK is kind of a bit like the US and Puerto Rico, except that all the details are different, obviously.