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You might refer to one of these exceptions:
Since the first one would happen in a "tour group" (I have no information on whether that is just a front or enforced in practice), I assume you observed the latter one.
Visitors from most countries may obtain an entry visa when travelling to and staying solely in the three Special Economic Zones: Shenzhen, Zhuhai and Xiamen.[59] Visitors can only travel within these cities and cannot proceed further into other parts of Mainland China. Visa for Shenzhen is valid for 5 days, and visa for Xiamen and Zhuhai is valid for 3 days. The visa can only be obtained only upon arrival at Luohu Port, Huanggang Port Control Point, Fuyong Ferry Terminal or Shekou Passenger Terminal for Shenzhen;[60] Gongbei Port of Entry, Hengqin Port or Jiuzhou Port for Zhuhai;[61] and Xiamen Gaoqi International Airport for Xiamen.[62] Visa fees are charged on a reciprocal basis ranging from Β₯168 to Β₯420.
Adding to this info from wiki, you can find more details on the process and cost at TravelChinaGuide (no affiliation, too much text to quote as fair use). A synthesis: