It's not about legality of having the right to film in public. It's an act of art to point out the discrepancies in our perceptions of how we are surveilled.
When the camera is on a wall, it just becomes an object in the environment. When the camera is attached to a person walking around, it gets pulled out of the environment and into our perceived personal space. The end result is the same, video being captured of your actions at very close range and you don't know where it's going or what's being done with it.
The only difference is what the device is attached to. This is an animal instinct at play, and is why most people totally miss the point. We don't start responding at an emotional level until it feels like another creature has locked its eyes on us.
The last part to remember is how difficult it must have been for the guy. If you have ever done street photography, you'll immediately recall the gut-level discomfort that sometimes shows up when taking photos of strangers. When your subject looks back at you with those "why are you photographing me" eyes, you shirk. It takes a lot of repeat practice doing this until you learn to ignore that discomfort. This fellow was getting up close and personal with his subjects and it must have been 10 times worse. I can imagine he really had to psyche himself up to do it before he got over the discomfort.