"difficult to believe" leads you to your own conclusion rather than researching on how it works...that's how internet works, sadly

It's not that China is delibrately making an exception here for foreigners -- it's just how data roaming works.

The reverse is also true: a Chinese mobile number, even while roaming in the US, will still be subject to the Great Firewall.

When you travel with a US sim all your traffic is routed back to the US first so it’s quite slow, but it is uncensored. Another trick is you can buy prepaid sims in Hong Kong which use the exact same networks but are uncensored so the internet is fast and uncensored. But this route is expensive.