This very much depends on a country's history and it is impossible to generalise, although I would suspect that burning an American flag in the US (for example) would not go well with many Americans (and probably same for other countries).
China's current regime is partly a reaction to foreign aggression and humiliation.
An enduring symbol of this aggression and humiliation was Hong Kong itself.
This what makes attacking state symbols (or waving the British/American flags as I have seen some protesters do on TV) in Hong Kong so potent.
I think that for many Chinese seeing people protesting against the extradition bill and for more democracy is one thing (which they may be somewhat sympathetic to, actually) but attacking national integrity is quite another, which is guaranteed to produce general anger.