Oddly enough, I hit three similar speedbumps this weekend in HK. You would think that if there was one place in the world that didn't really care about who you were and where you were from, HK would be it.
First, the HK visas for her parents would only let them enter HK as part of a tour group. Conveniently, there was a tour group podium that was happy to escort them through the Chinese exit line - for 50 RMB each. Naturally, the HK entry people didn't care, so this one isn't HK's fault.
Second, my lovely wife pre-purchased access to Sky100. She ran down to trade the vouchers in for the tickets - and told me to wait, since these were only for mainland Chinese and the people at the ticket counter might notice that I don't exactly look very Chinese.
Trading in pre-purchased vouchers for Lantau Island cable-car tickets required an ID from everyone to make sure none of us were HK ren. Lucky that we were planning to head to the airport and grab a limo back to DG after that or else all the IDs would have been back at the hotel.
I've only done day tours within a city in China, and never had any issues with mixed groups. Haven't tried to do any sort of multi-day thing. If the experiences mentioned above are common, I think I'll skip trying.