Comment by lmm
They bypass the firewall precisely because they're roaming SIMs. Their internet connection goes through the home operator.
I imagine they simply don't allow selling such SIMs in China. It would be extremely easy to track and flag any that were e.g. used for longer than a few weeks.
I feel like there's not much of a need. The data would be quite expensive.
My impression is that people can get VPN access (and like people working in certain domains will just get VPN access through work) pretty easily in China. Though my deeper impression is most people are just fine.
You're not begging to get onto some chinese social network right?