The concern of your phone being taken by authorities or capturing incriminating evidence

Are you making the "if you've got nothing to hide" argument?

That would be sharing your phone and password with the police because there is nothing to hide.

I’m asking why you’re expecting to be booked by authorities and your phone confiscated for attending a “protest”.

1. because the U.S. is not the only country on Earth

2. because even in nations with strong constitutional protections, law enforcement likes to play dirty