Although they are annoyed by the censorship, some of them would think that the censorship may be good for the country as it prevents 'unintelligible' people from being 'brainwashed' by western ideas, and act against the government/society or whatsoever. They claim that the censorship is to filter out those 'unintelligible' people from accessing information that they should not know, although this can't really justify the efforts the state put into censorship technology.
Those people are pretty happy to recent cases in western countries, such as COVID, BLM, Trump, and claimed that this is the advantage of their system that prevents such problem... And they also think that the western media also censor information, such as Facebook and Twitter bans.
Also, the great firewall is also beneficial to the internet companies, as this helps them to avoid competition with foreign companies, and can often just build a knock-off of the products of foreign companies... So the government really have the economic incentives to keep it.
Edit:
I am not living in mainland, but I know quite a lot of friends from there and I often read the articles in mainland websites (although I can't really post/edit them, as I don't have my identity verified for those sites).
For me, I would say that censorship is essential in every country. It may be helpful to censor information as done by Facebook and Twitter, but what mainland does is not only censorship: they arrest people for posting information against them, and their censorship is mostly not regarding fake information (as claimed by them), but rather information against the government. Some of them think that maintaining a harmony is good for the people, but censorship can't really make harmony, everyone understand that it is fake, but well, our opinion don't really matter now anyway.
If you are born into, grow up in, and continue to live in a society where all external information flowing into your society is filtered through government censors... would you even know it? If you did, would you think it's bad? Or is that just your government protecting you?
It's literally all you would know.
To understand that it's not that way everywhere... to understand there is a better way of life outside what you've experienced... to understand unfettered access to raw information is a good thing even if it makes your government/country look bad - takes experiencing it first-hand to contrast it against what you've got.