The keep moving and keep walking mandate makes sense in order to prevent violence and also makes it easier for emergency vehicles to be able to help people who need it. An ambulance would have a hard time cutting through a stationary crowd, bottlenecking all traffic.
Now if they were normal, they would get a permit on a public space and have a rally or protest there. But no, they want to do it illegally and create chaos for the entire town and bring commerce to a halt and mix in a little looting and vandalism.