This is what we found on Wikipedia regarding the Shen Yun:

Shen Yun Performing Arts (Chinese: 神韻藝術團; lit. 'divine rhythm arts troupe') is a nonprofit performing arts and entertainment company based in the United States that produces performances of dance and symphonic music. It is operated by the new religious movement Falun Gong, founded and led by Li Hongzhi. Shen Yun is composed of eight large performing ensembles, with a total of approximately 480 performers. Shen Yun has performed in front of millions and has toured all over the world.

The group is promoted by The Epoch Times, a far-right media outlet affiliated with Falun Gong. In 2019, an NBC News assessment concluded that the Epoch Media Group and Shen Yun "make up the outreach effort of Falun Gong". The Chinese government has attempted to cancel its performances abroad by pressuring theaters and governments. Marketed as “China Before Communism," each Shen Yun performance consists of approximately 20 independent vignettes—primarily dance, along with an instrumental piece and two vocal performances. The lyrics of the vocal pieces promote negative views of evolution and atheism.

Falun Gong adherents pay to rent the performance venue, promote the show, and sell tickets. After expenses are covered through ticket sales, proceeds go to Shen Yun. The finances of Shen Yun and Falun Gong appear to be linked, with technically separate corporations sharing funds, executives, and the same mission. Its shows are heavily promoted through advertising blitz campaigns in local markets.