About twenty-five years ago, two Chinese students at my university were killed for seemingly no reason. Whoever killed them didn't steal anything. They hadn't been in any known conflicts with others in the community. It seemed completely random. But it wasn't. Turned out the husband was the son of the governor of some rural province in China. The father got into some kind of conflict with rivals, so they sent someone to the US to murder his son and daughter-in-law to send him a message. They were in the US under aliases but that didn't protect them, neither did being on the other side of the planet in a small, rural college town.
If China wants to reach out and make an example of students in the US who turn their back on their homeland, they can do so very easily and in a manner that both has plausible deniability and sends a clear message to other students. We're an open society and it's impossible to protect everyone from other nation-states if they see an individual as a threat to the nation-state's interests.