There are two reasons for this. One is that they themselves practice Falun Dafa, a system of gentle meditation exercises and teachings for self-improvement, and have therefore benefited from it personally. They feel this is something worth sharing.
The second and most important reason is that the good people of China who engage in this practice are brutally persecuted for it. It’s true—if you go to a park, sit down, and do Falun Dafa’s meditation, under China’s current communist regime, you will in fact be arrested for it, and possibly tortured or killed! Hard to imagine, but ask a friend from a post-communist country and he or she will be able to relate.
Quite a few of Shen Yun’s artists have themselves either been arrested and even tortured, or have had such things happen to their family members, just for practicing Falun Dafa. Some of the dancers that you see on stage, performing with such joy and passion, have lost parents due to torture in China’s detention camps. For them, it is all too real. They feel they must do something to help their loved ones and the people of China.