From the MU History site ;
1940
Many of the Union members who were enlisted joined service bands who became better than the civilian bands left due to having more time to rehearse – Melody Maker described the Squadronnaires as “the finest dance band in Britain.” (Baade, 89)
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The Monty Python sketch springs to mind : " Right , so does anyone else have anything they would rather be doing than marching around the Square ? "