They do, after they sing a spine-tingling chorus of "The Yellow and Blue" that ricochets up and down the walls of the tunnel. That always pumped me up for pregame way more than Eye of the Tiger did.
Tales From The Tuba Section: The Epic Oral History Of Your College Marching Band
I'm pretty sure anyone who ever spent more than a year in the MMB could write a book full of these things. Band gets you into really, really strange places, weird situations, absurd "I can't believe -that- just happened" moments. Like hanging out with Bo and Nick Lachey at the same time. Or goading Matt Trannon into taking his pregame aggression out on the band hat of the nicest kid in the entire section. Weird meals in strange places. Getting pelted with sod. Watching normally mild-mannered grad assistants bodycheck opposing fans who don't know when enough is enough.
And since you're wearing a uniform, pretty much anyone will let you do anything you want, and never question why you are where you are.
Hence why I have a photoshopped-together picture of myself interviewing myself on the old Michigan Replay set.