To give a bit of background to my opinion, I'm from a European country that used to be under Soviet totalitarian rule for nearly half a century before regaining independence in 1991. From the stories of my grandparents, parents, older relatives I know very well what life can be like under an oppressive regime. People were spied on, threatened, they could be incarcerated, tortured, deported to Siberia, sent to Gulag's forced labor camps simply because of having an opinion that differed from that of the state.
I can understand how people can be in circumstances where they can't make choices freely. In a totalitarian regime the more visible you are publicly the less of an option you have of simply remaining silent. Anything other than enthusiastic and public endorsement of the regime could put you and your family in danger. If someone is highly popular and visible figure in a dictatorship but somehow exempt from making public statements of support, then it is very likely they are favored by somebody in high places who can convince the state to turn a blind eye. Dictatorships are fundamentally unequal.
However, because the CCP has a strangle-hold on information and there is no free speech allowed, there is no way for any fan to truly know who was forced to act a certain way or say certain things and who does it because they in fact believe in the ideology and support the oppressive and ruthless actions of their government.
This is the crucial difference between democracies and dictatorships - it's not that democratic governments don't fuck up or don't do morally questionable things (they do), but in a democracy a citizen is allowed to criticize the government without threat of repercussions from the government. If tomorrow a US celeb posts on social media and condemns police brutality and voter rights suppression, they will not get disappeared by the state the next day and their family members will not lose their jobs.
In a dictatorship on the other hand two artists might have completely opposing political views but their public statements can look identical. The problem is that there is no way for fans to be 100% certain which is which. Considering that, I think it is completely fair and understandable if a fan chooses not to support celebrities who publicly make statements that endorse the CCP and their policies.