Ahh - anyway, as a wiser man than me said, I'd best leave it at that. Bygones, and all that. You know there's no winning when you get branded "downright rude" for using the word "hypocritical" and a few winky faces.
As for the original topic - OP, ignore the shit about being an illegal alien (the thought police don't exist in Hong Kong yet, and won't be deporting anyone for "thinking about" getting a job somewhere). Either get a student visa and go to some formal classes, or just get to know a few local people (cute girls perhaps) and chat with them over a coffee or beer, improving your Cantonese in the process. Absolutely nothing wrong with that, unless the immigration department stamped "no talking to the natives!" on your passport.