Just to confirm its 100% about doing online/mobile check-in without dropping bags. I don't think I've been to a destination that hasn't needed it and I go through HKG airport on Cathay a few times a month, but perhaps they exist. If you don't want it options are:
1. Swing by the Cathay check-in desks on your way through the airport (F very rarely has a queue if you're emerald)
2. Lounge
3. Just do it at the gate, it only takes a minute
4. Check a bag, then they will do it anyway :P