Apple at WWDC announced a fair few privacy related features and a lot of them come via iCloud+, the new name for iCloud storage plans but with more features geared towards privacy. One of the major ones is iCloud Private Relay, a service that allows you to hide more information about you from all the intermediaries involved, such as your ISP and anyone else in the middle.
This service is different to a VPN, it works by sending traffic to an Apple server first, which then forwards it off to a CDN, without your IP address. The CDN then communicates with the website, using another selected IP address that is geolocated to your location and then sends it back to you. This only works in Safari and some app data.
However, some countries don’t want you to encrypt your data, such as China. The Chinese government watches a lot of what residents do and therefore a lot of web services from outside of the country are largely unavailable, such as YouTube, Google and more. This means that iCloud Private Relay is unavailable in China.