Have you ever been to China? There's a plenty of people who work there and
have to use various proxies to do so, is the Chinese government cracking down on them? Nah, they'll just mess with those connections a little to keep up appearances.
But hey, if you decide to use a proxy that screams "I'M A POLITICAL DISSIDENT" with every packet you send they might just get interested.
It's really not as naive as you think.