That could well be true in North Korea, but Chinese really isn’t like that. They have a very active tech industry so installing and experimenting with Linux distros and such that might not have monitoring software is fine. As long as you don’t do something openly suspect, like post something considered anti government, they just leave people alone.

I have relatives in China who have desktops and laptops and never come across Kylin. As far as I know it’s mainly used by the military and government departments.