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I believe your application is returned as incomplete. You can get your application fee back too. So you don't need to answer yes for refused. (Even it is refused, you don't need to worry because the reason is nothing serious. My wife's visitor visa was refused while waiting for PR visa. She got the PR visa just fine.)

https://www.cic.gc.ca/english/helpcentre/answer.asp?qnum=1220&top=4

I have explained to the officer via Web Form and luckily my application is reopened.
 
Hong Kong police certificate cannot be obtained freely from the applicant unless IRCC issue a requesting letter which must be produced to Hong Kong police for issue of non-criminal record. This is clearly stipulated in the Canada Immigration website. I am certain the immigration officer has made an error in rejecting your application under Express Entry. I suggest you write to them via the Webform pinpointing their error. Hope you find this helpful.
You are correct. My application has been reopened.
 
I just received IRCC official request letter for Hong Kong PCC, does this mean my other stuff (e.g. education, work experience proof, medical exam) are all OK?
 
I just received IRCC official request letter for Hong Kong PCC, does this mean my other stuff (e.g. education, work experience proof, medical exam) are all OK?
Not exactly. PCC request is just the beginning.
 
Not exactly. PCC request is just the beginning.
Yup, the remaining will be;

1. background check
2. medical exam result review (I passed)

I think they are OK with my work/education proof as this should have been reviewed before sending me the request letter.

Did I miss anything?

No matter what, fingers crossed.