Don Revie used to do that with his Leeds Utd team back in the 1960's & 70's. They would walk the last mile to the stadium as a show of defiance.
Rightly so
In this modern world, we all have to live with all the boundaries and no-go areas and dare you put a foot out of place or say the wrong word, Liverpool FC would be shown up for what they are if Pep and the players walked down that road in front of them scum fans,
As I said Football and the Premier League would have a major problem on their hands, could you imagine any City players or Pep get hit by a bottle or a coin? and then refuse to play.