For large Chinese companies, their HK segment is very small, unlike what you claimed.
It could be true now, but definitely not so in the first two decades of open door, during which HK investment were like 救命草to the "totally collapsed chinese economy" (economist Steven Cheung's words) . And that explains how shameless, your words, some mainlanders are in claiming how they rescue HK now.
Your point does not make any sense at all. Perhaps you don't even know how a stock exchange works.
Chinese companies are merely listed on HK's stock exchange. They are not taking money from HK, like you claimed. Many of them are multiple listed in Shanghai and New York. They have alternative stock exchanges for listing.
The investment money is mostly money from international investors, not HK money.
HK stock exchange is just a platform for international investors to invest in Chinese stocks listed on the stock exchange.
For example, foreign companies like HSBC, Standard chartered bank and Prada are listed in HK stock exchange through which international investors invest in those stocks.
Since HK's economy is very small comparatively and Hk population is small, local HK money is very small potatoes, compared with big international investors.
Note that the biggest shareholders of large Chinese companies are usually the Chinese government itself or other big Chinese mutual funds, Chinese conglomerates or the Chinese sovereign wealth funds.
Chinese companies are actively trade in HK, so HK actually benefitted tremendously from the stock transaction fees and the stamp duty.
Without Chinese companies listing, HK stock exchange will become very small in size, and most likely will not be able to compete with big rivals like the Singapore stock exchange.