LONDON—Shen Yun Performing Arts’ inaugural 2022 performance in London played to a packed theater, the audience delighting in an evening of classical Chinese dance and music. Kourosh Wallace, an artist and design manager with the Bank of America, said Shen Yun is “absolutely stunning.” “It was just mind-blowing. It wasn’t just the dance, it was the dress, the music, the movement, and even the singers as well. Everything was put together, I think, perfectly,” said Mr. Wallace. “What really struck me about it was all of the beautiful colors and the way even they managed the garments as well. All of them in unison, it was just absolute perfection. It resembled a lot within the Chinese culture, like the yin and the yang, like one minute they were moving very slowly, and very synchronized, and all of a sudden, the bodies would just spring up, and it was just incredible. …