SAN FRANCISCO—Shen Yun welcomes new and returning audience members everywhere the show tours, but Jim Sullivan is a truly loyal patron who has come back for the spectacle every year for the past four years. “I love the show. I see it every year. I think it’s absolutely amazing. It’s really one of the most amazing artistic productions, maybe the most amazing artistic production I’ve ever seen in my life,” he said. As a priest, Mr. Sullivan was able to connect with the spiritual scenes depicted by the New York-based Shen Yun Performing Arts. “I love that theology and philosophy are involved. It’s just uplifting. It’s uplifting, and it gives me hope for the future. These talented young artists are giving so much,” he said. Although Shen Yun’s mission is to revive 5,000 years of Chinese civilization, audience members often feel that the performance isn’t just about China, but rather …