O'Boyle, You are kidding aren't you? If not I suppose we have to put this down to "American cultural oddities" (old thread) I've never heard of it being done, but I imagine that if you played/sang "A life on the Ocean Wave" in the middle of a gig with an audience containing drunken bootnecks (Royal Marines - bless them) the reaction would you'd be more likely to hurl abuse and / or bottles than stand to attention!
Mind you I did hear that a US marine will always kick a door in before trying the handle - in case it wasn't locked! As you say, must be something to do with the haircut.
Pete M (ex RN)