I used to go, back when we lived in a city. I really dislike large boisterous crowds and loud discordant noise, but I felt it important to show solidarity, and besides; pushing the envelope of my psychosocial comfort zone is a very good practice for me. Otherwise, I'd probably degenerate into some sort of unshaven aphasic agoraphobic hermit hiding behind drawn curtains in a dirty bathrobe.
Despite my aversions for loud crowded spaces, I really did enjoy it.
We now live in a tiny rural village 3 hours away from anywhere (pop. 311); it's the most blindingly lily-white homogenous place I've ever seen; 98% White, 97% American-born, with the highest church attendance per capita of any county in a hyper-religious state considered the buckle of the Bible Belt. When a racist murdered nine people at Mother Emmanuel AME Church in Charleston, a veritable thicket of Confederate flags sprang up overnight all over the county like weeds. Our weekly newspaper's 'opinion' section regularly features shockingly racist screeds and fanciful odes to the Confederacy. This place doesn't exactly celebrate diversity...so we decided to put up a flag in front of our house, too.