Or, why do we expect people under such situations to protest at all?

A protest means dialogue, to continue obeying illegal laws and suffering and expecting a tyranny changing itself.

Effectiveness aside, why should people even consider a peaceful change in such a situation? How can we expect people living under oppression to choose dialogue? After all our own democracy didn't come free and bloodless.

A tyranny has no legitimacy, no reason to exist. It is, in a word, wrong. And since it's wrong, shouldn't people do everything they can to eradicate it? i.e. French revolution style, terminating everyone responsible for justice, whether it's necessary to change the government or not.