However the first question people have to ask themselves is what the student did in Hong Kong at all. The newspaper articles states that he was studying but what kind of schooling can they offer?
While Hong Kong is no longer leased from China and have some kind of rule under the People's Republic of China they have maintained a legal system which is close to the standard we know in Europe. The Political and Economic Risk Consultancy has judged their system to be among the best as late as in 2008.
While their legal system is of high standard their school systems does offer education in other languages than English. Rumors even speak of mandatory teaching in other languages.
It is not possible to warn enough against choosing such countries when choosing to study outside Denmark. The language problems might very well have caused the misunderstandings that led to the totally incomprehensible charges against the Danish student.
Some might criticize the student because he has failed to accept that a stay abroad often is a question of will power to refrain from social life as we practice it in Denmark, but surely a country which accept foreign students must realize that they have to see to that the foreign students have some kind of social safety valve available for their guests. Even countries like Denmark which offers cheap education of a standard second to none has been criticized for not letting people practice their way of life.
If you choose to study or live outside Denmark choose a country which speaks exclusively Danish or second best English. It will reduce the risk of falling victim of a Police investigation, which in worst case is based on only an element of xenophobia.