You were mistaken:
Faith leaders will join the civic parade which will include representatives from the Muslim, Afro-Caribbean Christian Churches, Sikh, Hindu, Jain and Jewish communities along with clergy from the Free Church, Church of England and Catholic Church; as well as elected members, consuls and magistrates.
That's from the official site.
However, what difference would it make in Myanmar even if they had not marched in remembrance here in the UK?