Well the whole point of hiding your tracks is evading law enforcement, why would you care if it’s illegal? Or is it because of the „only do one crime at a time“ thing?
I was thinking along the lines of „the state wants to oppress the protestors and makes it illegal“, but if you just want to avoid surveillance at a legal protest, yeah, you’re right.
Going into a protest with illegal communication devices is almost a direct sabotage of the protest's intent. It gives law enforcement a legitimate reason to act, even if almost certainly ex post facto. And it paints the protest as wilfully illegal--you went in intending to break the law.