

This is because hydrogen bond is a co-ordinate bond, also called as a dative bond. It is formed when both the shared pairs of electrons are coming from one atom which is electronegative and has lone pairs of electrons to share with one hydrogen atom to form a bond. This is done by N, O, S, all of which has lone pairs of electrons to share.
In case of HCl, the bond formed is covalent in nature, and the shared electrons are coming one from each H and Cl. This is how it is different from a hydrogen bond.
