Well, either NYPD didn't see the point in trying to talk back, or they were just stupefied. Either way, kind of a lose-lose for them. If they talk back, they're jackasses for disrespecting a soldier with a valid point. If they don't, they look like they just got totally owned.
I will put my feelings about this in these terms: I am an RA at UNO this year, and recently talked with two girls who had two of their roommates (four person rooms) moved out due to a dispute with a boyfriend. The boyfriend was a veteran, and when the now-gone girl and the girls still here got into it, he came out and started yelling at them about how he was a solider and didn't fight overseas to come back to have his girlfriend disrespected like this.
In that case, he ticked me off. I thought he was definitely wrong. That is in no way relevant to the situation, and used his service as a leg up in a personal matter. It's such a cheap move to think military service is a halo that can be used to protect one in every facet of life.
However, in this case, I side with the soldier. In lieu of knowing exactly how they were protesting (whether it was appropriate or not remains to be seen), but he's sticking up for American people exercising their first amendment right. This is a constitutional matter, not a personal one, and I applaud the guy for standing up for them.