Roaming works to bypass GFW. Apparently many local employees of international businesses have a Hong Kong SIM card with generous data allowances, just so they can communicate with the outside world.
> you go outside, there is always a police or some security in booth watching you. Of course cameras are also everywhere.
My take on this is that because of high youth unemployment in China, there's a nationwide drive to hire young people as security. When I was there, I noticed how young many of the security people are.
But yeah, a lot of this security theatre probably has to do with having to manage their large population and keeping them gainfully employed.