Most gun owners will not participate in marches, or anything political really because they would put their jobs and the family’s income in jeopardy.
AND it can put their gun ownership at risk too.
Protesting this or that is your right. But, you can get arrested for it. The non-gun owning political activist doesn't care much about that. In fact for some a six page rap sheet of arrest for civil disobedience is a badge of honor.
No matter how noble the cause, getting arrested threatens your gun rights. There are felony degrees of trespass and criminal mischief, conviction on one of those, bye bye guns, for life.
Even if you never get convicted, its still a risk. What do you think the effect on your application for a handgun license would be if you have a history of being arrested???
A "pattern" of civil disobedience, and disrespect for the law CAN make a difference. In some eyes, it shows poor judgement, or poor character. Your arguments about how it was for a good cause, or all just a misunderstanding carry little or no weight at all.
Actions have consequences, and not just legal ones. For a long time, I held a job that required a security clearance. The only place I could express a political/social issues opinion, without fear of consequences was in the voting booth, with the curtain closed!
One fellow I knew was having family problems, and went to talk things over with a "shrink", something the company provided, and urged us to make use of, at need. Despite the Doc giving him a clean bill of health, they pulled his clearance anyway. What he discussed with the Doc was confidential. The fact that he went to the Doc was required to be reported.
He was in employment "limbo" (hell) for months. Couldn't go to work (no clearance) so he didn't get paid. Couldn't get unemployment benefits, because he was (technically) employed. And, in an almost perfect Catch-22, he couldn't file the papers with the govt to speed up their review process, because the office that had the papers needed a security clearance to get to...
He was, eventually re-instated, but the entire experience had stressed him so much, he was soon gone for a valid reason. And, no, he never got a dime of any back pay for the time he was suspended.
Even in jobs that don't require a clearance, your boss cannot legally fire you for having a political opinion different from theirs. But they can fire you for other things, like being 1 minute late, or having a company pen remain in your pocket when you leave work for the day (theft)...or nearly anything else. Despite what the rules say, its the way the real world works.