These pop bands could be bringing in people to hold horns and make it look like they're actually playing background material. I mean the contrasax player was breathing in spots where there was still contrasax sounds being performed, if you watch closely.
TV is a fickle business. That bass sax player is one of my main musical partners, he and I (and a guitarist) run Gato Loco (he's on tenor here -
http://vimeo.com/62751195" target="_blank ) he's the real deal, he's downright humbling as performer actually. As far as the quartet goes in the other song, they are all real players. I've played with the trombone player, he's good, plays in David Byrne's brass band.
I know they rehearsed the stuff for several days beforehand, and what happens live in the studio is different than what you hear on your TV. It sounds to me like the band was about half live, half tracks... with the horns being mostly (synth) tracks. The sounds heard sound as if they might not even really be horns, rather studio synth samples instead, or more likely a hybrid.
It's the nature of the business. I can assure you all 5 players are serious very good horn players.
It's very common for bands like that to use different compliments on the record than live... and doing the thing on TV includes a lot of factors that go waaay beyond making the music. And again, it's nothing to take away from those players whatsoever.
Often with rock recording sessions (I do this regularly) the parts are often already recorded with sampled sounds and it's the horn player's job to more or less recreate what the sampled part is (as there is usually no written music) and what ends up on the album, and in this case live, is a hybrid of the actual horns and pre-recorded samples. And with this SNL broadcast it's probably up to the mixing guy -- on the fly, as to how much of each will be used... and on hi-end TV which is clean and slick, they are going to take the safe route.
And like I said, TV is the most fickle - and music is often not what determines decisions, even when it's a musical situation. A year and a half ago I was contracted to appear in an episode of 30 Rock. I was told to clear an entire week for it. But, as things go, at the last minute, the friggin day before I was to go in, the script was changed and they instead brought in a person of different stature/age and the part had changed to a guy just holding a tuba for a few seconds.
...That's how these things work, usually very very last minute and there are a million factors and different people involved. It's nothing to take away from Ibanda in this situation, he's a good player, recently graduated from Julliard. And, he brought his big CC!
The recent metal record I played on is this same way, it's a deep soup of brass and sequenced sounds, with decisions made by many people along the way. First it's the composer, then it's me, then it's the composer again, then it's the mixer, then it's the masterer.... modern recording is a crazy process...
Once the notes are out of your bell, you have little to no control over what will happen. You have to learn not to worry about it or it will eat you. Some of the best things I've done were recorded lo-fi and almost haphazardly, and some of the things I like least were done by slick hi-dollar situations with many awards on their walls. That's how it goes...
Which, is why we treasure old recordings... be it the CSO/Reiner doing Bartok, or TV with the Tonight Show Band... the old days on SNL when they'd have Zappa -- or the great Jonathan Dorn playing along side Leon Redbone... etc etc.