More specifically, to use Alipay China abroad, you need to have the account registered to a Chinese ID card. An HRP does not count, and as a foreigner you are not eligible for foreign currency transactions or investment products which Alipay offer. Presumably all due to capital controls, which makes the restrictions somewhat understandable.
I don't know what holds Alipay back from allowing an Alipay HK wallet to transact in Manila or Taipei, between the HKD and NTD for example - but anyways those merchants subscribe to Alipay CN and target Mainland tourists, so it doesn't work with HK users. I believe the QR codes differ.
(As an aside, I don't believe you need a Chinese bank account - the differentiating factor is your ID. You can still setup an Alipay account but not tie it to a bank account. However, someone else would have to fund your balance).