Many thanks indeed, Joe. I am surprised that it isn't often heard.
The way it is organized in the sheet music in Sankey suggests the repetition that often is heard in the New Orleans 'Saints,' with a soloist 'echoed' by chorus or musical instrument.
I hope to have Black's sheet music in a few days and will compare it with the score in Sankey; they should be the same, but who knows?

I still find it strange that only a few anecdotes are found about "The Saints Go Marching In," nothing definite until a mention (only that) of the song in the Bahamas, 1917.
J. J. Fuld, in "The Book of World-Famous Music," pp. 641-642, considered the origin to be the J. M. Black gospel song of 1896, and pointed to the "famous 'echo.'"
He also mentioned the similarity to the melody and lyrics of "When the Saints March In for Crowning," by Harriet E. Jones and James D. Vaughan, No. 49 in "The Silver Trumpet for Revivals, ....," 1908 (cannot locate.
I believe already mentioned is the 1923 recording by "The Paramount Jubilee Singers," Paramount 12073-A, as "When All the Saints Come Marching In."
In 1927, it was printed among Bahamian songs.
In 1927 it was included in Edward Boatner, "Spirituals Triumphant," National Baptist Convention. This is the first appearance of the exact title, "When the Saints Go Marching In."

Most of the above quoted from Fuld.