How I have heard it described is using a VPN in China is like smoking weed in the US. It’s widely done even if illegal and you’d have to be seriously unlucky to get in trouble. You’d at most get a warning.

People with more first hand experience can probably explain it better but it doesn’t seem that strict. China is not North Korea, their aims seem less about preventing people from learning about the world and more preventing non compliant foreign tech companies having Chinese users.