Because when many people gather together even in the open and with wind, there's still a risk of infection/transmission.
Technically if a jogger has the pest and jogs past you and neither you nor they wear a mask, you can catch it.
The droplets carry through the air.
It's safest in the open, safer with windows open and worst in closed rooms, but when there's many people and you can't properly distance the risk immediately rises.
Ie the vigil is a potential hot spot, hence the ruling banning the intended gathering.