CEDAR RAPIDS, Iowa—Two pastors and a mental health researcher walked into Paramount Theatre on Sunday and—no, this is not the setup to a joke—all three found a spiritual and aesthetic experience in Shen Yun Performing Arts, the cultural phenomenon bringing classical Chinese culture out of the history books and onto the most prestigious stages on Earth. Nathan Combs, a pastor at Faith Community Church, and his daughter Mia were among the audience members. “I thought it was beautiful, [it] told great stories through dance and through acting,” Mr. Combs said. “It was funny, it was stirring, heartwarming.” Mia loved the costumes, the colors, and the music—particularly the two-stringed erhu, a uniquely Chinese instrument. Mr. Combs pointed out the theme of faith presented in the program. “I was commenting to [Mia] about that, that it kept pointing people back to faith and to the values of compassion, faith, and goodwill towards your fellow man and …