PHOENIX.—Some artistic performances don’t live up to expectations but audiences worldwide say that Shen Yun Performing Arts delivers above and beyond what they expected. Ivan Rojas, a senior project engineer for General Motors, was invited to see Shen Yun by his daughter Ana. “We loved it. We have been reading for a couple of years about it. We were really looking forward to it. What it describes doesn’t compare when you see it. The colors, the lights, the movements, everything. It’s just amazing. It is just breathtaking. It’s just beautiful,” said Mr. Rojas. As a Catholic, Mr. Rojas could see the connection between his belief and the spiritual aspects of Shen Yun. “There are a lot of connections there in terms of Creator. I see how much they highlight that. I see how much they try to connect with everything,” he said. “There are so many messages there, it’ll take …