Because we can see in some publications that HRS is incoherent. But both of process are spontaneous and coherent NLO processes. How can you differentiate in your experiments?
Roughly, the difference between HyperRayleigh Scattering and SHG is the same as the difference between Rayleigh Scattering and refracition. In the first cases, molecules or scatterers, acting independent, scatter light. However, since the scatterers are distributed (at least in part) randomly, the scattered light does not add coherently between scatterers. In the second cases, the molecules are distributely largely uniformly so that the interaction of light with each molecule adds coherently.
SHG will never occur in liquids, due to inversion symmetry liquids posses.
In random ensemble of nano particles, SHG will probably not exist either, for the same reason. SHG require an-isotropic medium. HyperRayleigh scattering can be produced in virtually any medium (there are restrictions on micro symmetry, but it is hard to find a material that would violate those for all spatial axes).
Moreover, SHG is nearly always polarization dependent, while HyperRayleigh is not.