Going Home was the first Kenny G song Li heard. It's perhaps the saxophonist's most popular song in China and is often played in public places, such as schools and shopping malls.

"I even spent several thousand yuan to buy a soprano saxophone when I was in college and dreamed I could someday also play romantic melodies like Kenny G onstage," Li recalls.

Li became a businessman and is too busy to play the sax. But he relishes the memories of his youthful dreams.

Kenny G doesn't need to change to appeal to Chinese fans. They want more of the same - the same as what they fell in love with years ago, including Kenny G's curly long hairstyle.

Kenny G emphasizes his music is "romantic" in an exclusive interview with China Daily before his Shenzhen concert.

Chinese audience members at the show closed their eyes and opened their ears. There was no whistling. Nobody did the wave. Many reclined in their seats and put their feet up.

The most crowd action came from those who bobbed their heads and swayed while sitting.

I must admit, that's what I did.