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 non-profit performing arts and entertainment company based in the United States which tours internationally, producing performances which include dance and symphonic music. It is operated by the Falun Gong new religious movement. 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 more than 200 cities across Europe, North America, Oceania, and Asia.

Shen Yun was founded in 2006 by Chinese expatriate adherents of Falun Gong, and is based at the Dragon Springs compound in Deerpark, New York, near where the group's leader Li Hongzhi and his followers reside. 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. Li Hongzhi describes the Shen Yun performance as a means of "saving" audiences.

Shen Yun's performances have been described as promoting sectarian doctrines and negative views of evolution and atheism. 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 bars Shen Yun from performing in China, as it considers Falun Gong to be an "anti-society cult" and has attempted to cancel its performances abroad by pressuring theaters and governments.