It happens sometimes.
For one reason or another, an application for a Hong Kong visa, of any type really, may need to be cancelled mid way through the process.
The question is begged, therefore, about how to go about doing this?
The answer is quite straightforward.
You simply write to the Hong Kong Immigration Department citing your full name, passport or Hong Kong ID card number and the file reference for your application which you will have received at the time you filed your application or otherwise a couple of weeks into it.
There is no need to state your reasons for withdrawing your application just that you no longer wish to pursue it.
2 or 3 weeks later, you should then receive a letter back from the Hong Kong ID confirming receipt of your withdrawal request and their advisory that indeed the application has been denoted as cancelled.