When they say Palestine they mean the Arabs. They might call it the Zionist entity or something similar if they meant Israel.
For them to shout, “Death to Palestine” means that they are opposed to continuing to support the terrorist entity that many are trying to carve out of Judea and Samaria (the so-called “West Bank”).
Looks like we had the same question about why it would be Khamenei supporters shouting it. I thought they were tight with Palestinians.
Makes more sense coming from regime opponents.