In the early hours of a chilly morning in February, Chinese police conducted a raid on a party in the southern city of Shenzhen. It was reported on widely, even reaching U.K. national newspapers. Hundreds of foreigners were detained overnight—including me.

I had been going to parties organized by the Real Deal group in Asia for years, and the flier for this one noted it was the four-year anniversary show, featuring DJ Frankie Lam from Hong Kong. Many of my friends, both Chinese and expats, enjoyed these events – these raves,...