> many citizens of Hong Kong enjoy their democratic form of government
They didn’t have a democracy prior to this protest (eligible HK SAR administrators were picked by Beijing). They also didn’t have a democracy during British rule (HKers could not vote).
> fear full control by an authoritarian Chinese government
Some do, some don’t. Not everyone is a protester or even in the anti-Beijing camp. Generally younger people are anti-Beijing, older people are moderate or pro-Beijing.
There are opinions that state that democracy is not the true thing those people are looking for; rather, it’s a better life (housing increasingly unaffordable, supposedly the current situation was not caused by Beijing but by previous entrenched landlord powers in Hong Kong). The protesters still blame Beijing, and believe that democracy will automatically yield a better outcome.
That possibly answers why pro-Beijing would possibly make sense (nobody wants a dictatorship, right?): The older generation remember that things under British rule wasn’t fairytales and unicorns either, and they aren’t naive enough to believe that independence automatically equates good outcomes. They may also have seen how China changed for the better over the decades, and even if China is still evil it may at least be seen as a necessary evil (i.e. the alternatives are worse).
Good outcomes: How is HK going to look like if all of a sudden they have to take care of their own food, water and defense, and their main business model collapses? Singapore spends a huge amount of their GDP on defense, HK currently none. Enjoy mandatory drafting into the army. Okay you can vote but the good jobs are gone, now what?
Singapore was authoritarian before it prospered and turned democratic. Ditto for Taiwan and South Korea. Russia after the collapse of Soviet Union was democratic but the available (or at least voted for) rulers were utterly incompetent and destroyed the country until Putin came along. Democracy in the middle east isn’t exactly working out. Democracy in western countries is working sort-of well but the west has also been prosperous for a long time so people can afford to focus on idealism.
This shows that “democracy equals good outcomes, authoritarian equals bad outcomes” isn’t always true. It isn’t necessarily UNtrue either but it is... nuanced?
This is just the tip of the iceberg. Your first two sentences already show how “it’s not complicated” is in fact very complicated.