Back when I was in, when cell phones were car phones or those big bricks some rich guys had, I got some good advice from an old sergeant major. He said to avoid strip clubs and political events. He said even if it doesn't go bad for you, you still come away feeling like you need to shower.
Biggest thing is they are subject to UCMJ, not just normal laws like the rest of us. This means that their Constitutional rights aren't as absolute as ours. A lot of officers have bad mouthed the president in public only to find themselves facing courts martial as a result. I predict similar outcomes for these Marines.