While leaving it behind is best for privacy, the article touches on some reasons people bring them anyway

Leaving your phone behind means the data it holds and transmits will be the safest it will ever be, but it also means giving up access to important resources. It becomes much more difficult to coordinate with others, or get updates from social media. For many, phone cameras are also the only way they can document what’s happening.

If you have access to a separate phone, whether it’s a “burner” phone, an old smartphone that you can reset, or an old-fashioned camera, you could choose to bring these devices instead of your regularly-used phone. However, not everyone has access to these devices, or can afford to purchase a separate phone just for protesting.