Isn’t it the same theory as Mormons going on missions? The Mormons know that they aren’t going to convert anybody, but the act of doing it solidifies their faith and builds camaraderie with others who also are on the mission.

Same too here I would think - by participating in the protest, the protestor solidifies his political convictions (as it were) and feels like he is part of a larger whole when he looks around and sees the other protestors. One would hope that they understand their protests aren’t going to accomplish anything politically tangible - that they aren’t saying “just one more protest, trust me bro, one more protest.”