It has its own infrastructure, different government than China, and the people are different than the mainland (mainlanders are more rude, Hong Kongese have more manners). Hong Kong has quarreled with the mainland for more than 100 years and still does to this day. Yes, Hong Kong should be independent.
Viewing the history of Hong Kong, the re-gain of Hong Kong is always something to show China's opinion as a strong world power. Hong Kong used to be in the possession of the UK which has been regarded as a humiliating thing to China. Therefore, China wouldn't let Hong Kong go and Hong Kong don't have the ability to go because it cannot compete with China either Militarily or economically. It cannot get help, because it is China's "domestic policies" which couldn't be disturbed by other countries.
People from Hong Kong and mainland share the same ancester. The Chinese traditional culture teaches them all to behave politely and with humility. Chinese government has solid military control on Hong Kong. With the great development of many coast cities, like Shanghai, in mainland, the position of Hong Kong as a hub has been crippled. Hong Kong no longer has the ability to be independent.