Definitely give it a go, people are allowed to tight-rope etc in public parks, which can require tying things to trees. So if you're simply setting a pole and stage on the ground, I'm sure it would be no problem!
I'm lucky enough to live by the beach so a few of us took a pole there for a few hours when it was sunny. We had an absolutlely fantastic time – a few stares here and there, but nobody hassled us at all. There were four of us up there most of the time though, if it was just a single person on their own then maybe people would react a bit differently.