It is, but my understanding is that's because roaming is expensive for your home carrier, so they'll cancel your account due to unprofitability if you spend too much time roaming with it.
See the fine print in this T-Mobile document:
https://support.t-mobile.com/docs/DOC-3226
> Not for extended international use; you must reside in the U.S. and primary usage must occur on our U.S. network. Device must register on our U.S. network before international use.
> ...
> Network Management: Service may be slowed, suspended, terminated, or restricted for misuse, abnormal use, interference with our network or ability to provide quality service to other users, or significant roaming.
And unrestricted access is already unavailable in Tibet and Xinjiang.
Otherwise, as others have said, mobile roaming data is functionally identical in that the data appears to the internet as having come from your home country. Hong Kong offer a few plans that are (relatively) affordable and roam into the mainland.
Now, of course, I'd recommend setting it all up before going, but I've heard that it's still relatively commonplace for Westerners and PRC mostly turns a blind eye.
Although the company is a bit shady and I'm pretty sure they have some connection with the party, Astrill is the best to use in terms of performance, bandwidth and ease of use. They recently added WireGuard support which is blazing fast.
However, if your priority is privacy, probably you should use your own server, or just stay out of China.