You seem to lack a simple understanding of how the world works. They are Canadian Nationals they have no right to enter the United States from Canada. As a Canadian National you are merely asking permission to enter the United States. They, the Border Guards are under no obligation to admit anyone that they feel will be a threat to the peace and security of the United States. Stating a political purpose for your trip renders your reasons for entry illegitimate therefore not unreasonable to deny them entry into the United States.  We as Canadians have no right what so ever to enter the U.S. to protest the lawful swearing in of the duly elected President of the United States. You like so many people forget that we citizens of a foreign country and just because our neighbour lets us in from time to time to engage in commerce does not give us a say in their governance.