The beauty of demonstrating is that you do not have to compromise.
You gather the like-minded, stand around or march with signs, and some people agree with you, most ignore you, and a few attack you, verbally or physically. You feel good about making a statement and go home. But have you really changed anything?
The real way to get change is to get involved politically. To be effective politically you have to appeal to a wide range of people and interests. To appeal to a wide range of people, you have to compromise.
You can get political change by running for office, by supporting those who share many of your views, or by writing reasoned letters to the editor or to office-holders. Or you could start a new political party that addresses issues you think are not being addressed. But to be successful in getting your party's candidates elected, it has to appeal to a wide range of people and interests. See above about compromise.
So it is much easier to demonstrate and feel good.