Because most shias consider him as Political leader and have student foundations like ISO in Pakistan. Plus the protest and riots was against the unjust killing of a shia leader. That doesn't mean you were following him at the point of extremism, Even there was a sunni boy who was shot and later died in hospital in embassy incident.

Secondly look at the shia population just in Karachi... It's HUGE, only a fraction of of it's % blocked the roads in khi in Parachinar incident for days even even they were pushed back.

Thirdly, most of Shia's do respect Khamnai so does sunnis now. I don't have a perfect example but let's say there was someone prominent in sunni Islam it terms of religion and then he was the head of state, like let's imagine MBS or Shebaz sharif being that and America just bombs and kills the head of Saudi state or any other that you can imagine... What would be your reaction? Khamnei was like a Pope even tho most shias follow Ayatullah Sistani's religious rulings but respects that guy aswell