Unauthorized VPNs (non government approved) are illegal in China. If a business needs their own they can get approval but they have to apply for those exceptions.
It isn’t really enforced, probably especially so for non citizens, but if you do something they don’t like it is something they could use against you.
You would probably be less breaking the law to just directly open up SSH and access that instead of tunneling through a VPN. Even though SSH can do tunneling of its own.
Even with https if you aren’t on TLS 1.3 the SNI (server name indicator) is not encrypted so the hostname you are trying to access would be visible to your ISP.
Forcing your browser to only use TLS1.3 would fix that but who knows how many sites it would break.