I think it might depend on the what the rally was about.If there were a rally for Israel or for Jewish causes, I would be ashamed of my daughter for not wanting to be there, if the cause was important. Sometimes the political world needs merely to see NUMBERS of people, in order to take note of a cause and attach importance to it. Men only represent approximately half of our population. The more people, male AND female, who are present, the better the representation. Political rallies helped to free Soviet Jewry. Ask Natan Scharansky his opinion about girls coming to rallies.
Nothing is untzniusdig, UNLESS it is conducted in an untzniusdig way.