Setsuna is not okay with the riot portion of all of this, but he's also unable to speak out against it. He can gesture all he wants, but it's not like anyone can understand what he's upset about or trying to protest against.

So, even while Kira has other plans going on, Setsuna finds his focus divided. Part of his attention on what needs to be done, and the rest of it on the crowds, watching them from flight. If anything gets too out of hand, he wants to be able to help.