Those were outdoors with plenty of room for viral particulate to disperse. there has been a lot written about this, its called the infectious dose which is the amount of virus particulate needed for someone to become ill with the virus. I recommend pubmed or google scholar if you want a deeper dive.
if you are having trouble visualizing how this works, imagine a perfume dispenser jetting out a fine mist, that's your covid positive person exhaling. In an enclosed small room, the concentration of that particulate mist is much higher than in a large room, and unable to disperse quickly without any ventilation. Over time, you will inhale more and more of this particulate in this room at this concentration, and you will hit the infectious dose level eventually. If you are outside, or in a larger or well ventilated room, concentration of the particulate is much smaller since its either dispersing into a greater volume of air or being removed from the area due to ventilation, and it might take you a long period of time to inhale enough particulate at this comparatively lower airborne concentration in order to become sick. Outside, even in a protest, the volume of air is so large in which to disperse particulate that the risk of getting an infectious dose is negligible even with someone yelling right next to you.