Which of the melachos is violated by standing or walking in a march on Shabbos?
I find them attending any rally on Shabbos to be totally untoward and wrong.
But if you accuse it of being chillul Shabbos, you need to identify what exactly about walking is c”S. If it is only about carrying signs, then it would only be applicable to those who carried it and only if there is no town eiruv. If there’s another thing that’s a halachic violation of Shabbos, then identify what it is. I haven’t read any identified thus far.
My vote is completely with sushibagel on this discussion.