One participant from Queers Against Cuts said her experience of being surrounded by police on horseback and on foot was "unnecessary" and "heavy-handed".
The impeachment sparked clashes between police on horseback and supporters of Mr Lugo massed outside the National Congress building in the capital Asuncion.
The general sale of alcohol was banned at stadiums in the aftermath of the 1980 Scottish Cup final between Celtic and Rangers, which saw rival fans battling on the field and police on horseback attempting to defuse the trouble.
Police officers, many of them on horseback, had a hard time controlling the crowds, as many of the bathers lingered to gaze at the colourful processions of the holy men.