I've experienced this. I've had protest organizers agressively question who I work for and what I plan to do with the photos. I'm in the US. It was all on public streets. My responses were similar to yours. I tend to get singled out at protests because I am visibly neutral in appearance and demeanor. I find it a complete disconnect that protestors want to be seen and heard but not photographed. And take measures to take my freedom away. Stay safe out there brother.
It's concerning to me that there are enough interested parties in a majority Nordic and wholly uninvolved country to form such a protest. That they are being dicks to locals and photographers is just the cherry on top.