The "state" in title stands both for the TCP state, and the country - an ironic meme in China. It is the opposite of "our country", a phrase usually seen in official media. The government does not even admit the existance of the GFW, which is one of the reasons why people say they are living in a different "state". The meme is explained here:
http://foreignpolicy.com/2015/06/25/chinas-your-country-we-j...