Look at what they did in Euromaiden, or the recent protests in Kazakhstan (200+ dead). If Ukrainian people resorted to peaceful protests, the pro-Russian government would have easily cracked down and suppressed the protests.
If you want another even more brutal example - look at the Tiananmen Protests. Do you think peaceful protest will convince an authoritarian communist government to magically give up its powers?
The government rarely listens to its people (yes that includes democratic countries). If you want the government to listen, you gotta make a lot of noise.