My experience with HSBC and Citibank is about the same.
I have a company account with HSBC, and this helped to some extent. Even then, their powerful computer system could not identify the link between my personal and company account despite my request at the branch. After lots of ranting and raving, including a email to their MD of Consumer Banking, I got my credit card approved. The Credit Limit makes me want to cry though - that for a fresh graduate if you ask me.
I applied for a AMEX Gold Charge card, and asked AMEX HK to check with their SYD counterpart - as I am a current customer there. Application was approved with litte hassle.
Haven't tried that with Citibank here though - the quality of their outsourced call centre service is going down the gurgle if you ask me.