No, they request you that to identify if you need a hongkong pcc or not. If they check that you need a hong kong pcc and you didn't upload it, you may get rejected from them. If you under 6 months accumulated, then you are fine.
"Do I need to provide a Police Certificate for Express Entry?
Yes, but only after you submit your application. When you apply for permanent residence, you will be asked to upload a police certificate. Instead, you must upload a document that states: “I am applying from a country that requires an official request letter from IRCC to get a police certificate.”
We will then review your application. If it is otherwise complete, we will send you more information on how to get a police certificate. Please read the instructions above for more information.
We will not accept police certificates sent by mail for Express Entry applications."
http://www.cic.gc.ca/english/information/security/police-cert/asia-pacific/hong-kong.asp
I can't do it without their request letter since Hong Kong police department won't accept informal request that isn't from CIC. So I am guess there is a chance they just don't need to for my application.