Ask them if u don't understand
You wouldn't have any problem to go to HK even if you return to US from Beijing. It's still a round-trip ticket.
They may want you to do some business in Beijing. Ask them and tell them that it'd be cheaper for a round-trip ticket from US to HK than a ticket from US - HK - Beijing - US.
Off course, if you would like to spend some time in BJ, don't ask.