I used to go to protests and after a couple, I felt the same way. I felt there needed to be something more and I honestly felt alienated at the fact I didn't know anyone else there and would sometimes go through the whole thing not interacting with anyone. I feel different about it now.
I think this feeling comes from being disorganized and so you go to these protests with no purpose in mind and thus it does feel purposeless, because at the end of the day Trump/the democrats aren't going to change because of a protest.
What it's going to "take" to make change is organizing people into a cohesive movement that can actually make an action that Trump and the dems can't ignore. As someone else said, they are good recruitment events for now.
I just think about how many people are indifferent and apathetic to what's going on and they are the biggest enemies to me, because they turn hostile when you suggest that there must be something other than apathy. They are honestly to me just as bad as Trump or genocide supporters. People at protests, at worst, are at the start of that journey of realizing that they must do something, but maybe it's not clear to them what.