OK, the initial question was "where are you from" not what is your ethnicity. So it is natural to say "Hong Kong." When people ask my mother where is she from, she says "New York City" because that is where she is from. She is ethnically American (whatever mix of ethnic groups that might be, a whole 'nother story, and she is of Irish "heritage"). I don't think she is trying to deny she is ethically Chinese (or "Han" or whatever subgroup is your background).
The guy on the bus was just being a jerk. Having lived in the Boston area, I know there is not a shortage of "know-it-all" jerks in the area.