This wasn't absent-mindedness - this is a musician's job. When there's an emergency, the band is supposed to be the last to leave, because long experience in disasters shows us that when the music stops, people start to panic.

In the circus, there's a specific song they play when there's a disaster and they need to get people out - Happy Days Are Here Again.

The musicians on the Titanic are not the only ones to die at their posts, playing music to the end to help protect their audience from panic and a stampede. My hat is off to all of them.