The woman in the video posted a tweet explaining that they were there to film their own video that was meant to be secret until after Chinese new year. You can see they have their own camera with them in the video

Some people just don't want to be filmed in public. My wife is Korean and would probably act the same way (half because in Korea it's illegal). I couldn't care less, but I can think of a few people I know who would have the same reaction (for a multitude of reasons) as this group. What if they're protesting AGAINST the CCP, using Chinese flags to get people's attention then telling them about issues going on with the Uyghurs? This guy puts them on YT and now the CCP is looking into them. I'd say that's just as probably as them being CCP (no indication in the vide).

Well it's a kindness to ordinary patriotic Chinese people, who don't go around trying to bully people who happen to be filming, like the CPP might.