First, Hong Kong's COVID policies were relaxed at about the same time (within a week or so) of when they were relaxed in mainland China. They were stricter for a while than most of mainland China, yes, but so were most major port cities' (like Guangzhou's) because, well, you know, massive influx of outsiders means you go a bit more carefully rather than opening the flood gates willy-nilly. "Let 'er rip" is a grossly irresponsible policy for disease control.

Second, Hong Kong's COVID controls have been shut off completely. Eyeballing this it looks like around June of this year (so six months after the relaxation and about three months after their elimination in Wuhan). I'd have to dig deeper for more precise dates and policies.

Third, and this is the key point, you are entirely, 100% ignorant of how Chinese governance actually works. You have a "cartoon villain" view of authoritarianism and it shows. How it really works is the central government (who are, make no mistake, a crowd of hypocritical, authoritarian assholes!) sets policy and goals. They will also make strong recommendations on process, but actual on-the-ground procedures are run by provincial-, prefectural-, and city-scale government (as appropriate). Indeed this can fall down fractally to individual neighbourhoods in many cases. So even in the midst of the COVID-19 crisis, the city of Wuhan's procedures and regulations were completely and utterly different from, say, Dalian's, or Zhengzhou's, or Chongqings, or ... you get the drift. (This, incidentally, caused all kinds of trouble for people trying to travel and/or do business across provinces and cities. A lot of people visiting Wuhan, for instance, wound up cooling their heels in quarantine when coming from, say, Nanchang because they didn't follow the complex web of regulations surrounding travel to Wuhan.)

Now of course if you don't follow the central government's advised procedures, and if your results are a fuck-up, you're in deep shit. (Ask the pre-2020 government of Wuhan or the pre-2020 Hubei health authorities ... oh, wait, you can't. Most of them were removed for incompetence; the rest were executed for malfeasance in handling the outbreak.) Basically at that point a team from Beijing is parachuted in to take the reins directly until competent people can be found to take over.

So ...

What this means is that the procedures in Hong Kong? Those are brought in by the Hong Kong government, not by Beijing. Now the truth is they're likely being harder on things than other cities because they don't want the bureaucratic paratroopers to be invoked on them, but this doesn't change the fact that the people effecting those (now shut down, I should stress) procedures were the HONG KONG government, not the Beijing government.

Now as for Urumqi vs. Hong Kong, let's take a look at the full names of both of those territories and see if we can't see a reason for why the difference between their handling.

• Xinjiang Uygur Autonomous Region
• Hong Kong Special Administrative Region of the People's Republic of China

Do you see some key differences in their legal status perhaps? If you can't, I'll summarize for you: both are "autonomous" in that they have their own legislatures and can enact their own laws that are different from the rest of China. But the SARs have extreme levels of autonomy and thus extreme levels of responsibility. And your laughable "peaceful protests" in Hong Kong were nothing of the sort. (I don't view pouring gasoline on an elderly man and lighting him on fire "peaceful". Nor do I view putting flaming barricades on the metro system "peaceful". Perhaps your standards are different from mine.)

But, again, law enforcement in Hong Kong is Hong Kong's. The "PLA" (in reality "PAP" but I don't expect people outside China to actually give enough of a shit to know the difference, important as it is) isn't even allowed to operate in Hong Kong; they garrison there but can't leave that garrison (as a force, I mean: obviously they can go to town as individuals) without explicit invocation by the Hong Kong government. So that "oppression" you're seeing of "peaceful" fire-using protestors? That is, again, Hong Kong's own police force under Hong Kong's own government.

Now are they doing this because they fear Beijing coming in and just rubbing them out and taking direct control? Indubitably. (In that regard they're like the MPAA being fucking morons with movie ratings because they were afraid of government censorship, so did worse than what the government was likely to have ever done.) The Hong Kong Executive, Legislature, and Judiciary does not want to be removed and replaced, so they are likely being "tough on crime" to appease their Beijing overlords. (Kind of like how American politicians are "tough on crime" to appease the bloodthirsty masses.)

But in the end it is, in fact, the Hong Kong government and the Hong Kong Police Force, neither of which is part of the Beijing apparatus, that is cracking down on the "peaceful" protestors.