A protest against what exactly? I have mixed feelings about this, and I'm curious to know where you got arrested. (I mean type of building or outdoor space, not city / state.)
It's perfectly reasonable that privately-owned institutions like malls, private roads, parks, colleges, neighborhood associations, etc would have rules against rowdy behavior / drunkenness - but they'd be free not to have such rules if that makes more business sense for them. According to the Anarcho-Capitalist theory, all public property is evil, but that theory remains unproven IRL. According to the Minarchist theory, which takes no leaps of logic, some government institutions are not practical to privatize any time soon, including the courts, most roads, possibly libraries, and so on.