

VPNs as a technology might not be illegal but circumventing the firewall certainly is.
Unless you are very vocal and high profile person no one will black bag you in a country of billion people, lol.
This is a bit of a misunderstanding about how things work in an authoritarian system. Sure, you might fly under the radar for awhile, but if you call attention to yourself (say, by getting caught trying to bypass the government firewall) and you are not high-profile, then it is very low-effort to make you disappear. Few will notice, and those that do will stay silent out of fear.
If you are more high-profile you still get black-bagged, you just get released after, with your behavior suitably modified.
Naomi Wu no longer uploads to YouTube.
There’s this quote attributed to Rabbi Yisrael Salanter:
There are two lessons here. First - the best way to affect meaningful change is to start local. Rather than spending a lot of time agonizing over national politics, get involved in your community - your neighborhood, your town, your apartment building, even just the house you share with your family. Your community will take better care of you and the other people that you care about than any national government ever will.
Second - ultimately the only person whose behavior you can change is your own. Don’t be too harsh with other people when they don’t behave the way that you believe they should. Be a more stringent judge of your own behavior.
But temper that with this:
Baz Lurhmann