I think you're perhaps taking a bit too much offence. Who cares. Fwiw, I've been "scolded" before....on more than one occasion....for being the last chap on board. At least once I was in J, if it matters.
Granted this was all on my own accord, not from a delayed connection. Perhaps they were waiting for multiple pax and you unfortunately got lobbed in with a group of people lounging about in duty free and delaying flights as a result (a genuine problem these days on CX/KA). Either way, I wouldn't sweat it too much.
If you feel really strongly about it or they were over the top rude to you or threatening or something, certainly complain. I wouldn't expect anything more than a canned apology though.
Fwiw, they know your arrival gate and hence where you're coming from and and approximately what it should take to walk. In a percect scenario, there are no two gate points at HKIA that require 20 mins walking. That said, I know transit security can be a real pain in the backside at certain checkpoints (provided they didnt escort you through). At a minimum they should've been more considerate.