Visibility. Targeting widely broadcasted events increases exposure of the cause.
Disruption: Ever heard of bread and circuses? Disrupting the circus rouses the general public, and a roused public is preferable to complacent one even if they are roused against the protestors themselves.
Pressure: Eventually, 2. forces the ruling class to take action. Again, even if the action is to silence or persecute the protestors it still serves to highlight the issue.
Symbolism: Shit is not fine. Most people want to pretend it is, and this kind of event is part of the illusion. Pulling aside the curtain is the right thing to do.