...or around in circles.
Marching is a time honored means of trying to produce solidarity, probably discovered a few thousand years ago. It's why soldiers still drill in marching. I get that walking around with a bunch of like minded individuals can help persuade one that one is part of a movement that might actually succeed.
I've never cared for it. To me, the idea of marching for science is more than a little ridiculous, but more power to those who did it. I sympathize with the cause, even if I doubt the efficacy of the method, but unless you actually have plans for storming the Bastille, its also a confession of helplessness.