In the past, I have supported the right to open carry while questioning the wisdom of doing so in urban areas for a variety of reasons. Now, I'm beginning to re-think my position on open carry and support this type of demonstration (and I do believe it was a quiet demonstration). The reason the police questioned these people is because they were exercising a right, a right the good people of Wisconsin are apparently on the brink of losing through failure to exercise it.
The police action is equivalent to what is known as a "heckler's veto" where a heckler tries to veto a person's right to free speech by causing such a ruckus that the police stop or arrest the speaker. Wikipedia has some general information about this -- http://en.wikipedia.org/wiki/Heckler%27s_veto
Here, there does not seem to be any immediate danger or threat to the public safety caused by the "heckler" so that the charges by the police are patently unwarranted.