Power for the exoskeleton? Internal combustion is still the best for energy density, but...
Any air-breathing engine would be vulnerable to something as simple as a fire extinguisher. CO2 (or any inert gas) would deprive the engine of air, A dry powder cloud would react inside the combustion chamber, not to mention the abrasive/corrosive nature of the residue. Might even clog a well filtered engine.
A steampunk steamsuit might last a little longer after the fire went out. A chemical reaction steam drive like a torpedo engine would not be so vulnerable, but would have a short "sortie" time. Electric drive would similarly be limited.
Probably not a good choice for crowd control.
Weston Bye - Practitioner of the Electromechanical Arts - Author of The Mechatronist Column, Digital Machinist magazine