前置詞が無いからですかね。→ 確かに、in which であればOKですね。
文の構造は、以下の通りです。
2. Last winter I went to Hong Kong, <where(関係副詞)> it wasn't as warm as I had expected.
→ 関係副詞を使わない普通の文:Last winter I went to Hong Kong, <and(接続詞) there(副詞=in Hong Kong)> it wasn't as warm as I had expected.
文の意味:去年の冬香港に行きましたが、思ったほど暖かくなかった。
4. Last winter I went to Hong Kong, <which(関係代名詞)> it wasn't as warm as I had expected.
→ 関係代名詞を使わない普通の文:Last winter I went to Hong Kong, <and(接続詞) ✕[it(代名詞=Hong Kong)]> it wasn't as warm as I had expected.
※[ ]不要
参考にしてください。