There are stories of Max "Magneto" Eisenhardt and Aaron "Machine Man" Stack showing up in the area of Pride events and (preferably quietly) dealing with those that might target them.
Max is thinking of his grandson. Of the horrors in his own past. Of his own past stupidities.
Aaron considers himself Vision's stepfather and thus thinks of the same kid. Of being considered machine but not man.
So yeah, they turn up to help.