"Rule of law" is the aspiration that we are used to in the west (fair application of the law, everyone is subject to the law, etc...). It isn't perfect, we often exist in between the two extremes, but our systems are set up to at least aspire to it, while the Chinese system self admittedly depends solely on the wisdom and benevolence of a singular ruling class (in this case, the top-down CPC).
Or it will be things like, you order something, it's not delivered even close to spec, and the corrupt police make you pay for it anyway or else. Contracts are utterly meaningless. And of course this only starts happening when you start making money. And they'll know you're making money because the locals around you are definitely ratting you out and quite possibly in on it.
You need to have the right friends to avoid this, and those kind of friends cost money.
Our systems aren't perfect, but it's rare we have to put up with shit like that.
Still, I like it here. The cost of living is reasonable, the weather is good, it's a big city with lots of entertainment, and a lot of people are here doing stuff. Being right next to Hong Kong is also a big plus. Biggest downside is how bad the internet sucks.