Hence the word "appear" in my first post... Numbers vary greatly in HK from day to day depending on a variety of factors and I would imagine that London is no different. I only had a quick look at a couple of stations in London and I don't know the city well enough to know if these stations were representative of the whole however the initial appearance is that it seems much worse in HK.
Cities are polluted, that's a given and HK is worse than most Western cities I've been in for any kind of time. That's fairly easy to feel if you exercise for any length of time and it doesn't matter all that much if you're in Sai Kung or CWB for many of the pollutants, it does make a difference for the particulates but that's only part of a much larger equation. In any case, I respect and understand someone's decision not to want to expose their children to these level of pollution even though London is certainly not the cleanest city in Europe.