They do it more than you'd think. There're a ton of pictures of La Cosa Nostra members walking around in Brooklyn taken by FBI agents. They even made sure to get the good side of Casso and Gotti.
Walking around and talking to each other? Constitutionally protected.
Very possibly those people were named subjects of active investigations for crimes; the protestors are not named (it's a dragnet), not subjects of investigations, and are suspected of no crimes.
> the protestors are not named (it's a dragnet), not subjects of investigations, and are suspected of no crimes.
That could very well be true, though there's also the possibility that there are people there who are subjects of investigations. The article doesn't really say; it just mentions that it's a possible threat to civil liberties. And to be fair, it very well can be, particularly in the hands of the current administration.
Walking around and talking to each other? Constitutionally protected.