People (that includes objectors) have the Right to go about their business without government interference or monitoring, so long as they're not breaking the law. How would you have felt if, during the Clinton years, police had routinely photographed people attending conservative churches?
First, there is a difference between participating in a public protest on a public street or park, and going into a church for a service.
I don't recall anyone taking my photo as I entered a church, but I do recall having cameras trained on me as I participated in RKBA events in public places. I never felt the need to go slug the photographer, no matter who he was. Some were Maryland LEOs, but I had no expectation of privacy while out on a public street or park.
The purpose of a protest demonstration is to be noticed. And to get your picture taken and hopefully shown on the local and/or national news.