Law enforcement in effect joins protesters and ensures their safety and the success of their event without any inconvience, except to the rest of the citizenry trying to go about their daily task and work.
The kids are just doing it to get attention. Negative attention is better than no attention at all. The best thing to do is try to ignore them. Either they'll get bored and go home or they'll freeze to death. Either way, ignore the little feral brats. They haven't done anything to deserve favor from anyone. They're just showing the world how ignorant they are.