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It depends on which “them” is being referred to in OP’s comment. Assuming “them” are the protesters, then the answer provides what the protesters said, or at least what the organisation they represented said.
It was obviously asking about what comment the politicians have made
Why would you assume that? It was obviously asking about what comment the protesters have made, from the fact that they were asking about whether “they” had commented “on the reason for the protest, or just the act”.