Norway's my home country. Besides family, I miss the fresh air, snowy mornings, trips to the mountain lodge, space, runs through the forest after the rain. Don't miss much food because food here is great. But I do miss proper bread and such products. Bread is great in Norway, here not so much...
So looking at it, the big thing is definitely nature and the freedom it gives you.
Interestingly, and I've never thought about it that way, as PDLM mentioned in an early post. The list of things I'd probably miss in HK would also be quite long if I was to leave.
Just goes to show that nowhere is perfect, so just gotta focus on the good things in life wherever you are and let the positive things keep you happy.