No, they shouldn't. The sidewalk is for pedestrian traffic; that's what the "walk" in the name signifies.

> Laws making that illegal are extra stupid since it's relatively hard to kill a pedestrian with a bicycle

Sidewalks can't handle much bike traffic, are suboptimal for it (which is why purpose-built separated bicycle trails are built like roads, not sidewalks), and are in many places less safe for bicyclists, crossing driveways with less visibility for drivers and bicyclists than is the case with the road proper.

Sorry you're forced to slow down and pay attention occasionally