The skies grew dark Saturday afternoon as tornado alerts buzzed cell phones across the city. Which might have explained the initial lackluster turnout for an Independence Mall protest against President Donald Trump — the third in Philadelphia in a week. But eventually, as a steady rain began to fall, three dozen protesters were listening as organizers with Refuse Fascism Philly played an audio recording published by ProPublica in 2018 of immigrant children separated from their families at the Mexican border. Chanting, “Close the camps! Trump, Pence must go!” protesters then marched with police escorts to the Immigration and Customs Enforcement...