I mean, he is making an elaborate statement. People don't yell at him because he's standing there, they yell at him because he's filming them. He's not breaking any law (except for arguably when he keeps entering the Church of Scientology), and is exercising his liberties.
The words "childish" and "annoying" are dangerous to throw around here, because it creates a culture of non-acceptance and weirdness for someone who is doing nothing wrong. This is how liberties erode.
Not doing anything wrong legally perhaps, but it definitely goes against common social norms. Notice most people don't actually yell at him, but just ask him what he's doing and ask him (politely) to leave. It's only when he doesn't, that people get upset.
I guess he's just "exercising his liberties", but that doesn't make it elaborate. Unless pointing out that people don't like awkwardness is all of sudden an elaborate statement.
Beyond any notion of it being a protest against the concept of a surveillance society, it's actually quite an interesting social experiment.
The responses are fascinating. A lot of people quick to anger. Many more people who have some — I'm assuming, although I'm no expert on the law in the particular area — false impression that they cannot be filmed without their permission. An alarming number of people who are prepared to call 911 over such a trivial matter.
Did you see the bit where he walks among an orchestra?
How well would you work if I stood quite close to you, behind you, looking over your shoulder. "Ignore me! I'm just observing. Pretend I'm not here." I suspect many people would find that disturbing in a deep and hard to define way.
He's not doing anything illegal, but that doesn't mean he's not doing anything wrong. He is being rude, and he is confrontational.