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Just adding in the 'but they were protesting something' doesn't change this by default. And even in Europe (where I'm from and still live) their actions would not be protected. They wouldn't get fired, but they would face some repercussions until they protest in a manner compatible with the law.
I cannot simply say "I'm not going to do any work, because I don't like that my company makes software used by the Metropolitan Police" and expect my company to say "fine by us, we'll keep paying you".