Tehran accuses Trump and 35 others of involvement in the January drone strike that killed Gen. Qassem Soleimani in Baghdad.
The Iranian strike took place Jan. 8 on an air base in Iraq.
The "million-man" march was called for by an influential Shiite cleric, though their numbers fell short of a million.
At least 11 U.S. service members were airlifted out of Iraq following Iran's missile strikes on the Ain al-Asad air base.
Bassist Mike Mills derided Trump after two of the group's songs were played at the president's latest reelection rally.
The plane crash killed all 176 people on board, mostly Iranians and Iranian-Canadians.
New motivation emerges after contradictory Trump administration accounts of "imminent" threats justifying airstrike assassination.
Chris Wallace asked who's attacked U.S. intelligence agencies more than the president in recent years.
Trump told Fox News that Iranian militants had planned attacks on four U.S. embassies hours after Secretary Pompeo said the U.S. didn't know when or where there would be attacks.
Iran launched anti-U.S. strikes this week in retaliation for the shock killing of Gen. Qassem Soleimani.