Raids on bars usually are not to check for illegal aliens but to check if the bar/restaurant/club is serving underage, drugs are being sold, or to look for a triad baddie. Generally the police are more polite in LKF but can get pretty rude if they feel they are being 'disrespected' ie, (nobody keeping quite, nobody listening to commands to line up, known triad boys ignoring them, etc).
The police have a right to conduct these raids as often as possible because they are the ones who give the final say if a bar/restaurant/club can have an alcohol license or not.
To me the raids are no big deal but can take quite a long time because bar patrons and police are jockeying for 'face' while the bar management is cringing at lost revenue. If only the patrons would really just shut up and keep quiet so the police can do a quick scan of the crowd, the sooner the lights can go back off and the music can come back on.