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1. You need to be sure the student is telling you the truth about it.
2. You could help future students of this band director.

I'd recommend not ignorining it, but first going around the student and trying the director personally. In person, or by phone. In a non-threatening manner. Find out if the student even understood this instruction correctly, and if the director did, in fact, make it, and from what knowledge.

It is possible that the student is BSing you, or that the director got it wrong, is trying to look official, or is ignorant, too.

It is easy enough to get into such a conversation by saying that you don't want to give contradictory advice (you don't). But you are jumping to conclusions by assuming that the director doesn't want to be set right, if it is not a misunderstanding. The only downside could be if the teacher does know what s/he is asking, and in that case, you'd like to know that, as well.

Most directors I went to school with would be thrilled to have personal advice from a good player of an instrument they barely learned in school.

Don't be threatening. And go to the source.

I once worked for a teacher that would tell students something then the comeback was "My teacher told me to (or not to)." This was not with beginners but many times would be with high level professionals. It was not about how to hold a horn but more meaningful things like respiration.

One thing to realize is that behind a successful player is a teacher. We all have many but there is that one teacher that stands out, someone that we trust their judgement and have steered us the right way. When someone says no, do it this way, you are fighting the trust of a former teacher. Some might say "they're wrong" with no explanation and the student will probably continuing doing their thing. Teachers tend to teach the way they were taught themselves. There are always other opinions about what is the right way and thoughts change. A theory that we consider "old school" today was the state of the art in a different era. Things change and will change with new discoveries.

This is something that I have been putting together for ITEC next week. "The Teachings of Arnold Jacobs" was the title someone gave so I decided to run with it. What made him different than others? The final video has Mr Jacobs saying "I don't care if you throw out everything I told you as long as you sound great." That's the main thing, if someone holds the horn funny but sounds like a million bucks, let him do it - he'll learn sometime.