The entire band did some exercise while holding their instruments
Playing an instrument can be physically demanding, despite what many believe. Some are very heavy and require quite a bit of strength to maneuver. Furthermore, if you play a wind instrument, you need to learn how to expand your lung capacity.
That is why the thought of training while playing an instrument is not entirely far-fetched. What we do not understand is why they were wearing their uniforms. Perhaps they were actually trying to motivate the man running on the treadmill.