True in some cases (the 2008 Sichuan earthquake is an example) but not so in this case. The source of this quake at Heyuan was only 200km away, which means there can be quakes even closer to HK...
Speculating here, but could this quake have man-made causes? It's point of origin is at the reservoir which was also the source of the previous quake in Feb. this year. Could the weight of the water somehow cause the underlying ground to become a little bit unstable?