Their sense of loyalty and identity is the reason. People are hesitant to absorb information that questions their identity and they're even more hesitant when they feel that that identity is being threatened. Their sense of identity in this case is not just something random but something instilled in them since a young age by the Chinese government. They feel a loyalty to the Chinese government and so are willing to propogandize themselves.

Bear in mind, if you are a Chinese national studying abroad you are probably well off as far as Chinese nationals go. This means that you are probably a strong beneficiary of the current Chinese regime. So you're likely to be very attached to it, unlike people who are not well off or are repressed. Those people probably aren't studying abroad.