Clearly the Chinese authorities don't want to talk about it and done want anyone else talking about it, it is pretty much a state secret. But on the other hand it's so pervasive, blatant and intrusive that most of what they do is quite evident. We occasionally also hear senior officials praising the effectiveness of astroturfing and censorship campaigns, or calling for more of them on certain topics. The specifics might be considered sensitive, but the basic principle of censorship, information manipulation and suppression of dissent is totally uncontroversial and explicit among the political elite.
But bear in mind Shen isn't 'they'. He has no political role or cover. There's literally nothing he can say on the subject that couldn't get him in trouble and frankly he may not actually know all that much officially anyway.
By commenting in the context given he would be in danger of being seen as criticizing China. It is not like it is a secret that they surveil and censor their populace, but you do not want to be perceived as being negative about it.
But bear in mind Shen isn't 'they'. He has no political role or cover. There's literally nothing he can say on the subject that couldn't get him in trouble and frankly he may not actually know all that much officially anyway.