You’re completely ignoring the subtext of Milchick, a Black man who evidently gets disadvantaged at work due to his skin color, using his power as the floor manager to choose a marching band as the method of celebration for their achievement. It directly ties into his season-long arc.
Just because it makes sense with one character’s arc, doesn’t meant it makes sense in the broader context of the show.
There are lots of ways a writer could have written the conclusion to that character arc for Milchick didn’t require suddenly establishing not just a full department, but the biggest department we’ve seen at the company by far, consisting entirely of marching band players that are apparently very practiced.