I have found, in the very limited number of protests I've done, that yes, there is an energy of emotions that is released, and more so on bad days. I think we recognize something as wrong and long for justice. We desire an intercessor to make things right. As the Bible says, we are the Body of Christ in the world. It is our job to bring that justice, I think that is why there is such emotion in us.
"The one thing truly worthwhile is becoming Godís friend." - Gregory of Nyssa