Comebackkid: Over and over I've stated the purchase of sheet music or CD does not include the copyright license to play them in public. Copying either, even for private use is also illegal. If you are caught doing so, suffer the consequences. Just don't say I haven't warned you.
Certainly bands that perform at community sponsored events are cognizant of the applicable law. Here on Memorial Day, it was a high school band as is part of the county educational requirement for instrumental music and thus excluded from copyright law. Saturday was the county Farmer's Festival and music was provided by a commercial vendor and the recordings that were played and groups that played and sang many copyrighted songs.
I know this music vendor well, and he'd be happy to display the copyright licenses in his program notebook to any who asked to inspect it. Certainly, he's not going to risk his business license and all the very expensive audio and staging equipment by violating the law ... not with 3 Judges, 4 lawyers, and perhaps as many as 25 law enforcement officers (that I saw, there may have been fewer on site with shift changes) roaming the Festival. This vendor has made some of my CDs!