There are some state laws against masking, and I believe some similar "enhancement" type laws. But the federal government doesn't have anything against it and the states that do have anti-masking laws usually (but not always) have exceptions for medical purposes. And being out and about with a crowd of shouting people is a good reason to wear a mask for medical purposes.

I did verify that he was handing out clear face shields for protection rather than masks though, so there's not even that.