Do we know that for certain?
Its impossible to know for certain. China would never admit to such a deal, nor would Gu or her representatives. Chinese law states that duel-citizenship is not allowed. But does that matter to the CCP?
Besides, 17 of the 22 players on the Chinese Olympic Hockey team are from North America. They too have simply avoided talking about the citizenship issue.
https://www.usatoday.com/story/sports/olympics/beijing/2022/02/10/china-mens-hockey-team-north-american-players/6738978001/