Sorry, but I think you provide quite negative views of missing or no-showing for a connecting flight and getting a bag delivered even if tagged to final destination. I have never heard of any airline refusing to deliver the bag until fare has been recalculated or applying any fees for delivering the bag(s) extraordinarily - and I seriously doubt that this reflects the policy or practice of CX at HKG. There are far too many legitimate situations where pax no-show for flights or need to have their bags (extraordinarily) delivered at a transfer point for airlines to penalise it as you describe.
To be on the safe side the OP should post the question in the CX forum where presumably some readers have missed or no-showed for flights from HKG and requested their checked bags to be delivered.
Anyway, I agree with your advice to try to travel HBO and def. let CX know at HKG that you will not be traveling to TPE.