This is a serious problem, because it's simply not possible to persuade them otherwise, because the channels to do so are censored by the Chinese government. It's a crazily scary issue. My family is half Chinese and my niece came over from China this summer. The only things she knew about the HK protests was that some violent anti-mainlander anarchists had protested against the use of the Chinese flag on some buildings. The vast majority of mainlanders have never even heard of the extradition law.
As a result mainland Chinese see any support for the HK protesters as being a direct attack against the identity, nationality and integrity of China and Chinese people. Foreigners being seen as interfering is seen as further proof that the HK protests are incited by foreigners and are an anti-Chinese plot so unless it's handled very carefully it can make the situation worse, not better.
It's tough, but I think the best approach, if you do want to express support for HK, is instead to focus on the Censorship of the issues by the Chinese government.