Except no one was doing anything. A guy with a phone filmed them walking into the station with a dozen or so police loitering at the entry. The cops told him he cannot enter, but there wasn't a crowd or anything.

There's also no images or video from that outing showing them on any trains... they'd have to change costumes mid-trip eh? To exit without drawing attention.

I'm guessing that for this "parade" they all got off at the FBI station.