Polar/ non-polar nature of HgI2
The electronegativity difference using the Pauling scale is not accurate in heavy transition metals. This is because the Pauling electronegativity involves the measure of bond energies, while the bonding of several metals (including "noble" metals like gold, silver, platinum, mercury, etc.) with large halides are diffuse and do not have sigma character . This is because the frontier orbitals of these elements are in the $d$ block, so molecular orbital interactions, if any, are diffuse especially in larger 4d and 5d metals. In reality, compounds like $\ce{HgI_2}$, as well as ones like $\ce{PbI_2}$ and $\ce{BiBr_3}$ (which I work with) are ionic salts.