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.
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.
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?
You are not bypassing any firewall as your traffic is actually happening at home. If you access local sites, traffic is coming from home.
I'm suspecting that that post-4G architecture is just formalization of actual commercial deployment. Latency for roaming data was long inconsistent with the 3G diagrams, and exorbitant roaming fees that would be consistent with the diagrams also started rapidly subsiding from late 3G era.