Most states aren't tracing or even asking if people have been to protests or large gatherings. What we do know is that cases are up for the younger demographic that fits the same demographic that is protesting age wise.
We also know that of the NBA players who have tested positive, guys like Malcolm Brogdan (Indiana), Jabari Parker (Sacaramento) actually traveled to protest or went to a large gathering Tennis tournament in Sebria (Nicola Jokovic)
It doesn't take a rocket scientist to figure out that large gathering non social distancing protests, riots, conventions, tennis tournaments are super spreaders. There is a reason that we can't have large gathering spectators or fans at concerts or sporting events.