It is one of those easy ways to confuse someone!
No-one who went to the London School of Economics says that they went to school in the London School of Economics
That was clearly where they went to university.
They went to school in Bognor Regis High School.
Well actually they probably didn't, but that is a different story.
It might be an error in London but not especially in Hong Kong.
There are a 1/4 million Canadians here and many Americans and for us, university is simply another school and we can figure out the context of its use without confusion. When a engineer asks an accountant where he went to school, we know he's not talking about kindergarten.
Some business, dental and law schools are independent professional schools not attached to any universities. Let's not quibble and try to help Khelanak instead.