It's a mix. They enjoyed some parts of the parade, I think. But it was inevitable that Memorial Day would bring up difficult memories for the Avengers, and they already tend not to think of it as a "party" day. They are definitely remembering a lot.

Then too, Tony's grasp of appropriate work/life boundaries is effectively nil. Nobody respects his need for private time or, indeed, his right to his own time at all -- until the Avengers arrive. Even Pepper is a benevolent despot in that regard. The others aren't a great deal better. So when an opportunity for work arises in the middle of a planned outing, they don't hesitate to shoehorn it in.