It's basically a restriction on communication, i.e. the government decides who you're allowed to talk to, not just a privacy issue.
The VPN stuff is a misapplication of security “best practices”. Tech companies are amoral and happily facilitate the use of their technology for oppression in other places.
So as soon as they left with little intention to return, they suddenly become the problem that socialists really hate to discuss: ex-Soviets hate socialism. It's like cults, or, if we're honest, there's other repressive groups and repressive ideologies that have loooooooooong lost their any usefulness and really only the repression remains.
In other words, if tech companies show Chinese that non-communist democratic states exist and how it is to live there, then no amount of CCP censorship will ever actually convince those people that the CCP has good intentions.
Judging by my conversations with Chinese, it's working.
What's this claim based on?
Hierarchies are fractal; at every level of an ideological authoritarian society, comfort and influence are only granted in exchange for affirming and regurgitating state ideology. Cognitive dissonance forces people who take that deal to choose between losing self-respect and accepting the ideology. I think you'd be surprised how well this works. People always want to believe that they deserve the things they have.
> ex-Soviets hate socialism
Naturally, they change their minds when they leave. There's no longer any psychological incentive to believe. Besides, people who choose to leave have typically already broken with the ideology. You compare it to a cult, but the thing about cults is that the members generally do believe.
> non-communist democratic states exist and how it is to live there
Life in many authoritarian states is fine for most people. It is what it is; if you don't make a fuss, you can live pretty comfortably. Obviously many dictatorships are not like this, but China is fairly stable.
For almost all of human history, people have lived under authoritarian governments. It's unpleasant to think about, but authoritarianism can be stable and durable. There's no guarantee that democracy wins.
I've always found Chinese who left are either rich or not. If they're rich, they've seen other rich suddenly fall out of grace, suddenly "relocate" or outright disappear.
If they're not rich, they've always been miserable in China, and don't want to go back.
Which also means your basic question is kind-of wrong. There's a lot of Chinese who want to leave but can't. The only Chinese who actually leave were asked by the government to leave, for a purpose (often studying), usually only for a limited time. Now it's not like it's 100% forced, they do ask for volunteers and what you want but it's certainly not a free choice to leave China or go back.
In China you're effectively locked into your city/town/village, and often a specific building and job (you can leave for a weekend or ..., that's not usually a problem, though sometimes it is)
For the rich the fear is kind-of the same, just with much more pressure and much more consequences, essentially being asked to relocate, give up a company (apparently much more common under Xi), forced to hire someone and give them a high position, buy or sell certain things, and being arrested, even tortured (in some kind of torture chair) if you are even suspected of not complying with often corrupt requests from government officials. The issue with that is just how many corrupt governments or de-facto governments there are. State, province, city, 1000 special purpose governments (e.g. one for the coal industry). Of course, the state can't be bothered with having a standard for identifying/authorizing themselves, so there's scam requests too. Then there's the local police, and 10+ police services that all operate where you live for one reason or another.
Makes you wonder. I always thought a communist state would be like a gigantic bureaucracy. And it is, but it's also a mafia.
Second complaint you keep hearing is about the consequences of failing the Gaokao, or even succeeding but getting selected wrong/not what you want. There are no second chances.
And I do get almost all of Asia is less "do what you want" than the US or Europe is, but some aspects of China are absurdly controlling.