I’d rather they kneel in their locker rooms than kneel on the sidelines. Missouri/Kansas fans are likely to boo them back into their lockers anyway. That won’t look good on national tv.
This happened to a Steeler player a year or two ago. A former Army ranger, he decided to stay in the locker room as a compromise between kneeling (upsetting his Army bros) and standing (upsetting his teammates). It didn’t help ultimately.
Now what would really be great is if stadium security then walks off for the opening kickoff through at least halftime.