difficulties in obtaining the F visa from HK

Hello Franklin,
I'm currently in China and went to Hong Kong to apply for a F type as i'm doing an internship here (participating in a research project). The institution I work with provided me with an invitation letter for me to ask for an F type in Hong Kong but they refused, saying I should apply for a working type but I know I will not be able to get the working type... On the invitation letter it was only mentioned "participation in a research project". Do you know what could be the reason they refused the F tpe? Is the F type difficult to obtain from a third country (I'm French)?
Thank you,
Mathilde