Not an easy decision, but I support the right of the business owners to fire the employees involved. There are real costs to the business owner for having too few employees to open, and no inherent reason the employer should continue to employ workers responsible for those costs.
I don’t think the fact they were attending a political protest (vs., say a St. Patrick’s Day parade) really changes the situation that much; closed is closed. We presume the owner has nothing to do with Federal Immigration policy, and there’s no reason they should bear the costs for their employee’s policy advocacy. Employees requested planned time off, the request was denied (because too many people were asking for it), they didn’t arrange for somebody to cover their hours, and they still didn’t show up. That’s a firing offense at plenty of places.