Not so. I know this firsthand. US Marine Band brass players play their regular instruments, but with plastic mouthpieces in cold weather. Clarinetists play good quality resin or plastic instruments instead of their wooden ones because the wood might crack.
In no case are they cheap, "Wal-Mart" instruments.
Also, the only music that was pre-recorded was the John Williams piece. The rest of the band music was live.
The President's Own Marine Band is the premiere band in the U.S. It is a full time band. Most of the musicians in the band have advanced music degrees from conservatories such as Eastman, Juilliard, Curtis, Cincinnati, etc. It's a highly competitive and coveted position.
Yo-Yo played a graphite cello that day.
I was refering only to the cello and the violin owned by Yo-Yo Ma and Perlman. If they weren’t actually going to play then I can’t seem them subjecting their concert instruments to that extreme cold conditions...