Well, if you have anything on your Chinese phone (assuming it dead leak/back door back to China) that could get you arrested by the FBI - then whoever in China who had that ability to use it could then blackmail you with threats of arrest by the FBI if they told them, and you’d be in even worse shape right?
Especially since then they’d probably have you do things that would result in even more jail time if caught than the original thing. And since your data is transiting international borders all the time, it would make a nice juicy target for the NSA as well!