2. It is not an explicit authority, but an implied authority authorized by Section 21(1) of Hong Kong Ordinance Chapter 556B - Mass Transit Railway By-Laws:
"任何人在鐵路處所內須遵從本附例及所有告示及指示牌的規定和遵從任何人員的合理指示及要求。"
Similar the police, MTR personnel can't search you unless the personnel believes that the person has violated the by-law.