This is the border between China and Macau, a former Portuguese colony given to China in 1999. That's all good, but the thing is, is that the residents of Macau were used to driving on the left side of the road, while the residents of mainland China drove on the right. So, this bridge was made to accommodate that special situation, allowing drivers to switch lanes between Macau and the mainland.
So that's basically the deal with the weird bridge. It's funny to think that drivers from Macau have some kind of weird driving code-switching going on. That must get confusing.