John,
Lot's of horseback riding in Dubai. My buddy has his daughter enrolled in lessons. (You can ride camels too, if so inclined!)
For sure you take a risk moving to a non-democratic country, but keep in mind, HK is also ultimately controlled by a totalitarian state.
HK is very densely populated and therefore suffers from air and noise pollution. Perhaps that's why you were given the impression that it was 'dirty'. Personally, I love the major Asian cities. If fact, I love Bangkok even though that's a truly dirty city!
Getting back to your hobbies, because of the population, I'd think it'd be more difficult to get to ranches and such in HK. Size-wise and lay-out wise, perhaps New-York vs. Las Vegas would be a fair parallel?
Cheers