While I have not seen pictures/videos to see what precautions may have been taken (e.g. rows/ranks being 6' or more apart; IIRC from HS band, our ranks were 3-5 yards apart), except for flutes and piccolos, musical instruments are like filters.
A clarinet is ~3' long, and the player's breath is directed downward. A saxophone is ~4'-6' and the player's breath comes out low. Brass instruments are even longer, and the 180-degree bends used to keep the instruments of playable size and the valves increase the filtering effects. So just keep the flutes and piccolos at the front of the ensemble/formation - which is common or normal anyway - and their breath won't matter much either.
Given the physics of musical instruments and SD's and WY's very moderate cases-per-million-population rates, the risk at this event is pretty low. But DUpipo would not let facts complicate their narrative.