If I'm not mistaken, the Navy Hymn was played at the foot of some steps, probably as the casket arrived or departed the Capitol. Jackie Kennedy was so atuned to the historical significance of those solemn days, so aware of every detail of protocol and yet determined to personalize it for her husband's memory. She selected the Navy Hymn to signify his military service and I'm almost positive there was bagpipe music at Arlington in honor of his Irish heritage.
I agree on the bagpipes. I recently watched the movie "The Longest Day" and there was that British unit led by a piper that marched through the gunfire to relieve the airborne troops guarding the river bridge (Lyon?). A young Sean Connery said the line "it takes an Irishman to play the pipes" (or something like that).