The Gemara in the tractate Taanit 11A states the following:
...when a man comes into the world beyond, all his deeds are laid before him in detail, and he is told where and on what day he committed them.
The Ben Ish Chai, in his book Ben Yehoyada, explains:
The Ben Ish Chai has a question: Why is a person told where he committed his deeds? He answers that when a person transgresses he leaves the power of impurity in the place he sinned. This impurity lingers there constantly and harms others that come to live in that place, by being a stumbling block for them and causing them to sin. He adds that the original transgressor is punished not only for his sins but for the sins that he caused others to commit.
We can learn from this that these "gay pride" parades, wherever they are held, while they are in and of themselves impure, they leave impurity in their aftermath. The Ben Ish Chai mentions that the converse is also true: When people are involved in Torah learning and Mitzvot, they cause holiness to dwell in that place.
Thank God here in Jerusalem, much Torah is being learnt and many Mitzvahs are being done. Let's hope that the holiness will push out the impurity.