There is nothing wrong with counter-protesting and the proud boys are openly anti-gay and while they claim not to be racist they aren't shy about throwing around ethnic slurs.

They claim they're "alt-light" instead of "alt-right" and they recently formed "a new group of right-wing street fighters, called the Fraternal Order of Alt-Knights (or FOAK), dedicated to 'defense and confrontation' in the streets."

They are recruiting people who are “comfortable in fisticuffs”.  They're looking for fights is what they're doing.

http://www.salon.com/2017/05/02/alt-right-hopes-to-organize-street-fighting-goon-squad-is-it-more-than-macho-posturing/

These guys may not quite be the KKK, but many of their views seem to align.  Would you object to people protesting a Klan march?