So just to explain a little further, yes, it is the actual high voltage sparks that are making the noise. Every cycle of the music is a burst of sparks at 41 KHz, triggered by digital circuitry at the end of a "long" piece of fiber optics.
I personally think that this should be standard fare in a marching band. Just think of it for a second, it’s perfect. Loud enough to be heard over the roar of the crowd, easy to play (keyboard interface?), and it includes it’s own light show! Sure, it might take twenty people to haul the batteries around behind it but that is a small price to pay for something as spectacular as this.
And just think of it in a battle of the bands. Put one of these on the point of your formation and the competition will drop like flies. You might need to insulate the musicians that have to march near it but that would sort itself out I would think.