CLEVELAND, Ohio—Intermission at The State Theatre during the Feb. 6, 2022 matinee of Shen Yun found audiences equal parts exhilarated and pensive. Among them were Julia McCaslin, director of operations for a seafood company; and her husband Matthew Depante, a chef de cuisine for Hilton. “It was beautiful dancing!” said Ms. McCaslin. “I really like the fact that there’s information about what is going on in Chinese culture—like, please be aware there’s beauty here but there’s also a lot going on.” In Shen Yun’s classical dance presentation, the issue of free speech and religious persecution in today’s China are themes that run parallel to stories of China’s ancient past. Told in spirited dance, colorful staging, and heartfelt music, 5,000 years of Chinese culture are displayed on Shen Yun’s stage. The mission of the New York-based company is to show the world what China was like before communism and raise awareness …