It's wrong and harmful to lock any group out of Pride celebrations. Police are not the enemy of gay people and by and large have done a lot to help protect LGBTQ andr respond to helping persecute people that commit hate crimes.
Pride is supposed to be about inclusion and acceptance. If we gay people want acceptance from society we need to be big enough to allow acceptance to all other groups also. Pride isn't just a "gay" thing. It's about all people everywhere being proud of their adulthood and their ability to rise above conflict and get along.