They could be citizens if they wanted, but they would have to give up their Korean citizenship to do it, and they don't want to. Fair enough really, I live in Japan and I sure as hell don't want to give up my Canadian citizenship, especially when literally the only benefit would be the right to vote in (meaningless) elections.
Anyway, I really don't understand the point of this protest. If Korean-Japanese people commit crimes, wouldn't you want it reported with their Japanese names, considering those are the names they use at work and in everyday life? Or are these people so far gone that they imagine half the crimes reported in the paper to have been committed by Korean-Japanese?