If you are referring to the one that you can plug in track power and prog track powere and it has a 4" leads on the other end, that is an interference suppressor that USA said it is required in North America. The rest of the world does not need to have it. I use it as my hearing aids in certain modes, can hear interference...

You do not need to use it unless your neighbour complains OD interference.

Hi!
There is a similar box (Märklin 191724) for the EU.

But probably no-one can tell you which configuration suits the Hong Kong requirements best: bare CS2, CS2 with FCC box, CS2 with EU box.

It's not that simple. EU citizens who got their CS2 without that box can continue to use it without that box - legally.
I doubt the box will improve the quality of mfx feedback.

The black box is purely intended for electro-magnetic interference suppression and does not have any internal memory that enables the CS2 to start back from its original state, prior to the crash.

In Europe, each and every electric/electronic equipment shall comply to the European directive "EM Compatibilty".
That means, in short, that the device shall not produce any EM interfering signal and, at the same time, the device shall not be disturbed by external EM interference: that's why there's no need for further EM suppression unit in Europe.
Laws and regulations in US are different, as in many other countries: i.e. if you can't pass the UL tests, you may prefer to add an external device, instead of re-engineering the whole equipment.

Usually, EU regulations are tighter than US ones (US "best practice" or "premium" is usually "mandatory" in Europe)

I've to say that you are right: item 191724 has been added with 60215 model (not in 60213/14): probably due to the increased power (up to 100VA for gauge 1).
Or they just included that part in every box, just for an easier management (no difference whatever the final market).
Nevertheless, if no one complains for "noises" (and probably will not), you can connect the CS directly to the tracks.