In Chicago wherever there's a lot of foot traffic there are signs that remind you that cycling on the sidewalk is not allowed and will be punished by disabling your bike (presumably they deflate your tires). There are certain places where it becomes a safety issue and it's a better idea to stay on the sidewalk even though it's not allowed, but the area on that video is certainly not one of these. He should have been either on the road or walking his bike.

That said, the woman had no business throwing anything at him. She needs help, and she needs it before she does something really stupid.