Agreed. The 32km long Afsluitdijk is very popular with cyclists. The cycling path was an integral part of the original construction plans, as it is in the 2016 renovation plans. jax shows that he is neither Dutch nor Danish, despite my earlier emphasis on cycling outside of the (inner) city. 
Another nice example of a cycling path can be found at one of the most impressive feats of 20th century Dutch engineering, the Oosterscheldekering.
The structure itself is a mere 8km, but if you look at it on the map you'll realize the distance from e.g. Middelburg to Zierikzee is 42km.
This is why cycling actually works in the Netherlands. Infrastructure. Saying a bridge is 30km so people won't cycle there is just a Catch 22. One that's easily disproved by 80 years of Afsluitdijk. Take note, China.
No, I wouldn't. Even when I was still bicycling I wouldn't go more than say 10 km in general, but specifically I wouldn't do it in Guangdong (Canton), southern China. The climate is hot and humid on a good day. The longest bridges tend to disallow bicycling anyway, the best reason is that if there is a sidewalk, it is usually not wide enough for comfortable cycling. Wider would cost more money, and there would have to be enough bicyclists to justify what would in effect be a ninth lane.
Your example is a structure that would be there anyway, the cost is sunk. There is a similar example with the metro in Prague. The end of one line is an elevated tube, with pedestrian and bicycle paths on top.

Worse, for Hong Kong-Zhuhai-Macau link is a bridge-tunnel. Tunnels rarely allow bicyclists and pedestrians in. Some have some kind of sidewalk or painted bicycle path, but these are neither safe nor comfortable, and generally extremely narrow. Physically separated paths would be considerably better, but would add to the expense immensely. Service/escape tunnels could be used as bicycle tunnels, but they are not really suitable for that.
Norway is riddled with tunnels. Typically when a new tunnel is dug the old road is turned into a tourist road/bicycle path. However the tunnel was made for a reason, so the old road is typically meandering and often steep. This is what passes for a bicycle path in Norway, but at least one where a bicyclist may bypass a driver [jaybro warning: This video displays height, but not in a way to induce vertigo]:
Sometimes the tunnel replaces a ferry, then the conditions for the bicyclist gets even worse. Essentially the bicyclist will have to go over or around a mountain, or around a fjord, while a driver can drive straight through. The bicyclist gets the better views, but not a good alternative for the daily commute.
This is what a similar location (not same place, but same region and same purpose, connecting Oslo with Bergen) could look like for a driver. This is the longest road tunnel in the world (25 km/ 15 miles), speeded up for your convenience (or
in normal speed). The artificial sky three times in the video is to keep drivers sane.
For long bridges like Shenzhen-Zhongshan, just like in parts of Norway, travelling by bike would be a massive detours. I'd rather take the bike train, only that there won't be any. Of course one of the eight lanes could be repurposed for bikes and motorbikes, another for rush direction traffic, leaving 3+3.