I mean, if you're out there at all you're risking taking a hit (quite literally). Like, when you go to one of these protests you could be slammed to the ground, tear gassed, shot, or arrested. If you're willing to risk that I'd say you're pretty dedicated.
I think it's reasonable, even tactically advantageous to keep your identity protected. You're never going to accomplish much with one protest, and if everyone gets arrested on bullshit charges after the first one it's much harder to organize a second one.