Pedestrians do, indeed, have the right of way. “Right of way” meaning they are traveling.
To have the right of way, you have to be traveling. If you are not traveling, you can have no right of way. If you are not traveling on a thoroughfare, you are obstructing traffic for those who are traveling.
Protesters obstructing traffic do not have the right of way. They are criminals, and it is a good thing that they like jail.