Originally Posted by
letsflythere
Nonono! Its because your bag hasnt gone through the check necessary for US-bound flight in HKG as you are only flying out to PVG~ so you need to do that in Shanghai.
So it is always recommended you take CX straight at HKG to avoid the trouble
Again,

please refer to the cnx flowchart from PVG airport authority. This process has
nothing to do with what you claim, as it applies to ALL international cnx, save for a couple mentioned.
I've personally have done this on my way to YYZ and know folks who went through same when destined to the EU.
Also, how is it that HKG-PEK-(USA) does not require your so claimed extra security check?