I'd say do it, if you feel this way. This guy did it: https://idlewords.com/2019/08/a_walk_in_hong_kong.htm
Even if you stay on the sidelines, you could probably still help by being a witness, spreading their message, and maybe forging contacts to provide material and logistical support later.
Though, be aware that pro-government propaganda is using photos of Westerners near the protests to fuel a fake-news narrative that they're being orchestrated by the CIA, but don't let stupid, uncontrollable stuff like that that stop you.