It’s not the military’s duty to protect protestors.
The path of enlistment starts like this:
I, _____, do solemnly swear (or affirm) that I will support and defend the Constitution of the United States against all enemies, foreign and domestic; that I will bear true faith and allegiance to the same
Peaceful protest is our constitutional right.
Again, it's one thing to expect them to reject orders they know are illegal, such as firing on civilians. It's another thing entirely to expect them to reject orders the legality of which may be a supreme court case next week.