Sure, and by doing so they are doing it illegally. You never heard people being fined or taken to court for killing and harming kangaroos? How the police or rspca call for information regarding a kangaroo or other native wildlife which has been found harmed or killed? Just search for 'rspca kangaroo' and look at news in google for a sample.
Kangaroos aren't even close to being protected? It's a native species of Australia. It is protected alongside all other native wildlife (apart from dingoes in some areas I believe).
Considered pests? Sure, just like orang-utans, elephants and the like are too. Quite a few humans can't stand to see native wildlife near them, even though they lived there before the humans came along.