I laughed as well, despite the fact I have sworn an oath of allegiance (to the Crown) and am a signatory to the Official Secrets Act.
Many do so because they are patriotic to their country, others do so simply because they want to.
Some people have no choice once they choose certain vocations in life.
As long as they are forewarned what is expected of them prior to the event, what's the problem.
There's an old WWII saying here in the UK which goes something like...."You shouldn't have joined up if you can't take a joke"