Why? Its not complicated. A sole proprietor is very simple to set up, costs a few hundred HKD to register and is a legitimate company structure.
You then have a company and that company sells services to the USA. The USA taxman has nothing to do with it. The HK taxman will tax you on your profits, which requires you to keep simple accounts. I don't believe you need them to be audited - its very much "company-lite".
The whole point of sole proprietor is to avoid the need for expensive legal and accounting advice!
(NB - I run a company here which sells services to the USA - no US tax obligations at all. My husband has a sole proprietorship - he just read the HK Government website and got on with it, no advice required. He sells his services to my company - our auditors see him as just another company).