I cannot find a definitive answer on whether iphone 14 purchased in HK has esim. The link you posted says "In Hong Kong and Macao, some iPhone models feature eSIM".
Another example, look at klook esim below. In the device compatibility, it says "Devices that are not supported-iPhone XR, XS and 11, 12, and 13 models purchased in Hong Kong, Macau and Mainland China".
https://www.klook.com/activity/70061...4g-esim-japan/