With other soldiers frantically gesturing at him to find some cover and just really having a war all over the place, Millin walked slowly and bolt upright, playing "Blue Bonnets Over the Border." Millin later talked to some of the Germans who had been captured to ask why they never shot him, and discovered it was because they thought he had gone mad.
Wikipedia
War is hell.
And if anyone's harboring any ill thoughts toward Lord Lovat for basically risking his own man's life for what were ostensibly the most fuck-stupid reasons imaginable, it's probably important to note that Millin played the pipes at the Lord's funeral after his death in 1995. So clearly he was OK with the way things went. For some reason.
dawlishnewspapers
"It was the greatest damn gig I ever did."