Politicians just ignore protests, especially if they’re peaceful, so they don’t directly cause change.
The purpose of a protest is to get media coverage for an issue, because that may convince viewers to vote a certain way. Those votes - or at least the threat of voting someone out of office - is what actually causes change.
Revolutions are a different story. They can change things much faster than voting, but they’re volatile and can easily end up worse than before. The people leading a revolution are usually not the people you want to lead a revolution (e.g. the Jan 6 insurrection in the US).