Sometimes countries will ban certain apps from their citizens using them. This is done for several reasons. If the country feels that the app will cause trouble or a riot, they may ban them from being used by their citizens. Sometimes, countries want control over their citizens and they will ban their citizens from using that app. The most notable banning came from China.
However, Hong Kong and Macau are not included in that banning. Other countries that have either banned Facebook Messenger or have limited its use in a certain way include North Korea, Iran, and Bangladesh. A few of the countries mentioned above allow access to Facebook by using it for commercial and marketing reasons. These countries would include China and Iran.