HKDF isn't a password hash; it's a key derivation function, used to transform a passphrase into key material suitable for something like AES. It doesn't address the key security problem that scrypt addresses (iterative brute force cracking). It isn't an acceptable substitute.

You can use PBKDF2 as a password hash (even though it too is designed mostly to turn passphrases into keys), because PBKDF2 is iterated to slow down brute force attacks.