But of course the easiest approved “VPN” is just data roaming.
You're describing exactly the opposite of what I found to be the facts on the ground. My connection to a residential address in the United States was allowed for a couple of days at a hostel, then blocked. It was never allowed over (Chinese) mobile data.
But it was completely fine over the internet service to my apartment. The home internet service and the mobile service were provided by the same company in a bundled plan. I was always curious what they were doing.
They aren't stupid, they're not going to insta-block everything they can detect, giving away clues to people trying to evade it.
If there's civil unrest, they can of course essentially turn off the internet, but there's a distinction between "the internet can route around censorship" and "the internet can be blocked in its entirety (or near entirety)"