I appreciate your doing the research on this, but this doesn't at all sound like the piece that I was remembering. That one is from the point of view of a parade watcher, commenting on all the things going by: "Look, there's a marching band. And it's led by...John Phillips Sousa! They sound great." That sort of thing.

And then it ends with a wistful "Wait! I want to go with, too!"

Or something like that. It was very long ago, so I probably have the particulars incorrect.

I'm going to listen to the short story now.