My understanding is that a generic public music performance licence generally covers the use of pretty much any song played in any venue for any reason. I wouldn’t doubt they purchased such a licence because it’s fairly cheap.

However, there is legal precedent that tying the artist to a message they don’t like isn’t part of that general public performance licence. It’s recommended that, if the event is going to be religious or political, the organizers get confirmation from the artist that they’re alright with it to avoid a lawsuit. I highly doubt they’re doing this.

Edit: apparently the song was used in a video and not just played at a rally. That’s way different. They definitely just stole the song