The increased air pollution is from the increased number of factories right over the border in southern China, as I’m sure you’re aware.
After I lived in rural Sichuan for a few months (way back in 1994) I had to go to Hong Kong to figure out some visa problems. The difference was startling, and for me a relief. I was the only foreigner where I lived in Sichuan, and I was the only foreigner most people there had ever seen. I met people who had never even seen a foreigner on TV, because they didn’t have TVs and no electricity, or both were something they’d gotten only in the last couple of years. Anyway, I was stared at constantly, even followed around. Everyone, it seems, knew all about me; I’d meet people for the first time, and they’d know what I had done last Thursday, or whatever. All this attention was not necessarily positive - lots of people were jealous. I felt many people were treating me like a curiousity, not like a fellow human being. The foreign affairs police were always around. There were constant problems with my visa and immigration matters - I was so scared sometimes. There were problems at the border, but they finally let me out. I could have kissed the ground.
Then I got to Hong Kong, and I was completely ignored. No one stared at me or followed me. It was like coming home. I was so much happier. Plus there was electricity, running water, flush toilets, showers, air conditioning …
I know not everyone likes Hong Kong. I wonder if I had visited Hong Kong for the first time straight from a Western country, would I have liked it? Who knows. But from that first experience of blessed relief, I love Hong Kong. I loved it when I first got there, and I still love it now.