Doesn't matter if you're on the way there or back... you are departing EU/Schengen country. When I fly ex-BCN or ex-OPO to non-EU (i.e. near African) locations, I am also made to do two security checks.
As for the HK comment - It's not about what you may possibly buy, but what you may be given. There are people who can get past the first security point, but not the second (different privileges). I've had that in Africa where I could go airside in the Terminal, but not actually step onto the tarmac outside (i.e. couldn't go past departure gates). A second check makes sure you don't have something that shouldn't make it past security.
S.