I'm sure Chip will correct me if I'm wrong. But I think he was referring to going with to observe the rally, not to observe what may or may not happen to you.
I'll provide the protection I can, which for the most part in a crowd will be trying to keep between you and any hostiles. That is, unless you whip out banner with Trump with a hitler stash and a swastika on it. Or start throwing the black power salute while screaming obscenities about trump and yelling black lives matter. Then you're on your own.
Trust me, that wouldn't happen. I'd wear my best Urkel Gear.