But on the other hand, they recognize the bonuses to be reaped for tourism and trade by closer association with China as it opens up to world markets.
At the moment, the border at Lo Wu, which handles 83 percent of all cross-border traffic, is open 17.5 hours a day. A contingent of business and trade organizations has pressed for 24-hour operation.
The government has so far resisted the move, but has acknowledged that it is the long-term "common goal" on both sides of the border.
However, despite the push for easier movement, there is also a strong feeling among Hong Kong people that the border should remain firmly intact.
Among those interested in buying property in China, 44 percent said their purchases would be second homes or holiday flats -- another indication of what they want from their relationship with the motherland.
Like the women on their shopping spree who several hours later cross back into Hong Kong laden with goods to their high-rise apartments, they want the best of both worlds.
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