My 2 cents:
to answer the OPs question, no there is no need to share this 'legally' but there are plenty of people who will share this and you are likely going to be rejected from proceeding in the hiring process.
Otherwise some other thoughts on this:
1- always by honest in your dealings with potential employers. It shows good faith on your part.
2- You should know your 'worth' in the market and whether any offer made is reasonable and reflects your skills, experience, capability, and potential.
3-Never lie about absolutes or things that easy to verify like salaries. If you work in an industry that is relatively small, chances are that your new employers will know roughly how much you are getting anyways.
4- Think for yourself - if you feel the new employer is low-balling you, or you feel you are being screwed over, would you really want to work for them?
5- Remember - salary is only part of the so-called employee/employer value proposition. Its about what other stuff they can offer you, as much as what you can offer them. have a think about things like pension benefits, medical & dental, flexibility on working time, flexibility on WFH arrangements, work travel potential, future transfer overseas if you want to leave HK etc etc.
(caveat - I have been lucky and have always worked for medium-large corporates so am mindful my own experience doesnt reflect certain professions/industries/SMEs. I also have a relatively niche skillset that is relatively rare in HK which also helps me.)
6- just one thing to also raise in a corporate context, i would also advise being mindful of being too aggressive in getting that 'next title' or 'promotion' when your capabilities are not at that level yet. The expectations of you vs what you can deliver will mean your overall well-being will go down. You might have a bigger title, bigger team etc but if you fail to deliver at that level you might be 'let go' or 'demoted', and you will be super stressed at not being able to perform to expectations, and you might end up with no job, no income and a large gap in your CV/resume when you revisit the labour market.