This sort of statement (or question) seems to be the perogative of residents of North America. Here in the United Kingdom, I have never heard such a statement being made, nor have I ever heard any references to Pipe Bands when I have been wearing any of my tartan kilts.

When travelling on the Subway in New York last summer, however, I was asked, "What band are you with?" Taken totally off my guard, I hadn't the faintest idea what that meant and had to ask the questioner, "What do you mean?". Reference was then made to a pipe band and I was able to answer that I was not with a band at all - nor did I play the pipes. The other fellow looked as though he could not believe what he was hearing, shrugged his shoulders and turned away!