Mike went with the rest of the Losers, though he still kind of doesn't get this whole thing because he is a fresh import from Clowntown. He mostly hung back with Ben, but he was supportive and had fun and was pretty curious. And he let someone put something rainbow on him, but otherwise was just in like shorts and a tee shirt - he does not have much clothes yet.
Iggy went, because he likes the idea of the event, and also to support Eddie. He agreed to let Eddie take him to get something to wear and pick it out and Richie came along. It did not go as planned and he ended up in very aggressive rainbows. But was a good sport about it. He left the kids to do their own thing and hung out with Gladio/Noctis/Prom if they came, and if not he just mingled.
Will went with the Losers, ostensibly to be supportive but really because he's super curious. He just dressed normally since he didn't know what else to do. He stuck pretty close to Eddie unless him and Richie seemed to want to be cuddly and then he'd back off to give them space. He also maybe got caught ogling a few guys.
Grog wandered in on accident, had no idea what was going on, but since he's usually wearing a skirt and no shirt, who can tell? He fit right in and he loves a party.
Cass tagged along with Harley, but ended up going to hang out with Selina. Cass is supportive of Pride, but not yet really interested enough to figure out where she falls on the whole sexuality spectrum. So she mostly just rated the outfits.
Margo went with El, because of course, and met his flock of baby gays and was impressed that bumfuck magic town had a Pride at all. She had a drink in her hand at all times and wore bi pride colors. She looked extremely high fashion, despite being here for barely any time. Magic is great.
Geralt did not go. Unless Ciri or Jaskier made him.