Comment by kelnos

It's because the government regulations only apply to Chinese citizens. My first trip to China was back in the '00s, and I went for work. I was also surprised to find that my home SIM worked just fine there without any interference from the Great Firewall.

Roaming works somewhat unintuitively from what you'd expect. You do indeed connect to the local mobile network, but all of your data traffic is tunneled back to your home wireless provider's PoP. I realized this once I checked what websites I was visiting saw as my public IP address, and it was an address from a network in Texas!

So China's Great Firewall can't actually inspect or block your traffic while you're traveling, and using roaming on your home mobile network's SIM. It's all sent over the equivalent of a VPN to your home soil before going out to the public internet. This iswhy latency can be pretty bad while roaming.