Whilst I can only agree that Police Scotland don't have their worries to seek at the moment, I would be inclined to give them the benefit of the doubt on this one, at least until we hear their reasoning for their alleged objections. I would doubt they had any problem with armed Marines, more about what they were intending to do.
For my own part, I would question the wisdom in this day and age of introducing rapid gunfire into proceedings at a large public gathering. Fine for those who can appreciate it is mock and part of the display, but the risk of alarming people and perhaps causing panic must be real. Many people at these events are not watching proceedings, but are at food stalls, sideshows etc, and could easily think the gunfire is real and related to some terrorist activity. As for explosions at air shows, I think we have sadly had quite enough of those for the current season, and in addition to any concerns similar to those about gunfire, I would have thought explosions should be avoided on grounds of taste and decency.
I am not a killjoy, and of course would accept that Police Scotland may be keeping up their current run of form and have acted for some other and ridiculous reason.