Originally Posted by Steve M

I don't know if this still applies, but it did to me 12 years ago at the old airport: Hong Kong has an airport departures tax that covers things like immigration inspection. This fee is normally collected by the airline and included as part of your ticket. But, if you are just in transit via Hong Kong, then you don't have to pay the tax since you're not using immigration services, and the airline will not have added it to your ticket. But, if you chose to leave the airport anyway on a long transit connection, then you must pay the fee yourself in cash. At the time, it was something like HKD100, or USD12, so it's not a big deal, but just an extra procedure to deal with.

Perhaps rkkwan or someone else with more recent experience or knowledge can comment if this is still the case today.