See who is marching in the inaugural parade:
http://www.cnn.com/2016/12/30/politics/trump-inauguration-parade/index.html?sr=fbpol123016trump-inauguration-parade0448PMVODtopLink&linkId=32884567If my child were in one of those marching bands, I would not give permission for him to participate.
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Although there was once a group, not a band exactly, called THE BORDER GUARD. 
As for the musicians in the major military bands- West Point, Navy Band, Air Force Band, Marine Band, and a few others--- without suggesting support or non-support for them--- the positions in these groups are highly competitive and the members are, in most cases, musicians who have won those positions AS musicians and the job just happens to be in a service band, the same as auditioning for a symphony orchestra. I would posit that very few of them are there because they wanted primarily to be in the service, but because they were looking for a gig.
For example in 1967 or 68, the first year of the draft, I was teaching in the music department at a university. I had a high draft number, but no way was I going into the "Army." So I auditioned for three of the DC bands as they all had openings, and got into two of them. Fortunately, the year was up before my draft # came up and the next year I was 'over-age." so I didn't have to join a band.
Just for information....
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Tricky Dick's inaugural in 1969. Despite the selection, we considered it quite an honor as only one school per state is selected. We had a strict musical routine we followed and different marches for each song. As it turned out, we did actually goose-step when we were in front of his glass partition. Am sure my band director didn't time it out that well. Just karma. Cannot imagine being given the option not to march. Took us months to raise the money. We were quite proud. Sigh ... for another era ...of course, looking back, I don't tell this story often.
