Don't underestimate how effectively a totalitarian and surveillance state like China can be in discouraging behaviors they don't want. People aren't willing to risk their lives just to eat exotic animals. And that could be what's at stake here; witness what happened to some of the people involved in the melamine baby milk formula scandal.

Seems like they are already risking their lives eating exotic animals.

Thinking that the wild animals are more healthy

You can drive it underground because, I think, the problem is coming from having too many animals/people in a small crowded place. If people were to raise their own cattle it'd be much healthier[-].

- Not really an expert, might be wrong.

That's a very western-centric view of things. I'm assuming trying to draw parallels from happened when the US tried alcohol prohibition, which failed partially due to government greed. These things can be effective in other cultures, especially when people believe in the cause (e.g. see how quickly and efficiently alcohol consumption practically ceased overnight in Islamic history).