Why wouldn’t “you” (the people organising and participating in the march) not want police as part of it?

Because some of those organising it where the ones that had the crap beaten out of them by police not so long ago. Perhaps as the years roll on things will change but right now I completely understand why.

My grandfather, who fought in WW2 in New Guinea lost his shit when my dad bought his first Japanese car (or so my dad told me decades ago) way back in the day, now, no one cares.