You calculating FFT only from two samples. You need to pad your impulse response with zeros to get a valid result. So in MATLAB that would be:
N = 1024; % Number of points to evaluate at
% Create the vector of angular frequencies at one more point.
% Filter itself
b=[1,-1];
[h_f, w_f] = freqz(b, 1);
figure
grid on
hold on
plot(w_f, abs(h_f), 'or') % MATLAB
h = [b, zeros(1,N-2)];
HH = abs(fft(h));
HH = HH(1:length(w_f));
plot(w_f, HH); % Manual calculation
legend({'MATLAB freqz', 'Manual'})
As you can see it matches first and last value from fft you calculated. Please keep in mind that it is shown in linear - not dB scale.

For more info you can see my previous answer.