Police do sometimes try to bully/intimidate. To make them stop, it may be necessary to call their bluff.
They can arrest you, if you defy a “lawful order,” whether you are violating a law or not. But a cop’s suggestion is NOT a “lawful order.” Make him say he is giving you a “lawful order” to disperse.
They often request, as in this clip, and hope you will take that as an order. They may not want to arrest you, because it will look ridiculous and there is a possibility they could be personally sued for violating your civil rights.
If the arrest a people at an orderly and peaceful demo, especially middle-aged and retired people, the cops may look foolish back at the station. If you want to make them arrest you have a couple hundreds dollar with you, so you can bail yourself out.
I am not an attorney, but it seems doubtful that a prosecutor will press charges in such a case. They probably will release you immediately on your own recognizance. You should have the number of an attorney with you in case you need him.