Please help. I have a single entry visa for china with indian passport

but the immigration officer did not allowed me to visit macau

I have a flight from hong kong to india.
And i planned to go macau then hong kong via ferry.

Is it a valid reason if they say that i don't have a multiple entry permit and also you have a flight from honkong so they disallowed me for the clearance and granted a chinese entry permit again...?
Feeling a bit unanswered..