Apparently it's not an uncommon technique, or wasn't at the time (early 1980s). The band director simply asked if anyone had a shotgun and one of the drummers said his dad did, and the band director said "Great! Can you bring it to rehearsal tomorrow?" and it was no big deal.
Their marching band also had a rifle twirling unit as part of their color guard that used functional (presumably empty) rifles.
Schools used to have rifle competition shooting teams and kids brought their rifles to school with them and practiced there.
Drum & bugle corps still use rifle units although those are usually wooden replicas. I don't know if high school marching bands have rifle units any more.