They already have and do. But NOTHING happens to them. They are never arrested for it.
I can't speak for Philly, as I was not there. However, I have seen people warned in Austin and Seattle to either disperse or be arrested. During the WTO, many peaceful protesters were arrested for doing exactly the same thing. Not everyone got tear-gassed, not every protester broke windows, but more than a few protesters got arrested for staying when they were told to disperse. There was little sympathy then, because those protesters were flaming liberals.
However, those arrests set the standard. If you arrest a person for disobeying the police and not leaving a public area, you face the possibility of arrest.