You are not required to apply for an identity card if you are living abroad. However, if you want to apply for a HKSAR passport while out of Hong Kong but do not have a permanent identity card, you will need to apply for one at the same time as you apply for your passport.

The following link will take you to more information about applying for a HK permanent identity card from abroad. http://www.gov.hk/en/residents/immigration/idcard/hkic/oappic.htm