I think this is a space where I can stretch out more a bit in talking about life here in Hong Kong as a Chinese-Australian-American.
Expat mentality. Many expatriates have an unhealthy mindset that almost everything in Hong Kong is inferior to what they have back home. The exception would be the great transport system and banking system of Hong Kong. It actually the same mentality that Chinese immigrants have when they move to Southern California. Many of these Chinese immigrants would complain about the food, fashion, lack of public transport system, expensive cost of living an etc… That sentiment that the Chinese immigrants have usually start to gradually wear out as they get used to their new way of living while discovering the joy (or benefits) of some of the changes.
The difference here is that many of the expatriates stay long enough in Hong Kong to get use to Hong Kong, and they don’t blend into the mainstream society. They might go see a Cantopop concert and go 'dim sum' every now and then, but most of them are not going to start eating “tea house” everyday for lunch. They can afford not to. And the community they surround themselves with other expatriates.
I have heard that it's hard for expatriates to be at the 'same' level with Hong Kongers and some even blamed the locals for their frustration. I think to a certain point it's true, yet there are only so much you can blame the locals for. Yes, locals are going to behave differently around a 'foreigner.' That's very natural. Take a Chinese guy to Iowa and I am pretty sure most people there are going to treat him a little bit different. We all act differently to different people. We all have our cliches and bias.