Many horn players are not fans of marching. Often for instrumental music education majors marching band is a required course. At some schools, however, marching band is not a required course in this degree program.
In my own case I have served on the faculty of two different schools where marching band was not a required course. Earlier in my career I was horn professor at the Crane School of Music, SUNY Potsdam, and they have no football team or marching band! There are a number of schools that have no football program and some are fairly large schools with excellent music programs. Another example that comes to mind for me is Wichita State. It is a myth that all large state universities require marching band, as a number do not require or offer the course at all.
Arizona State where I teach now until recently required marching band. Due to a curriculum change, however, marching band is no longer required for instrumental music education majors. For students aspiring to be band directors at the high school level it is probably a good idea to take marching band as an elective, but that is not the aspiration of every hornist and there is actually no requirement to take marching band if you don’t want to.
Sometimes schools will tie music scholarships to marching band for any kind of instrumental performer. Meaning that even marching band is not required in your degree program (such as horn performance) you might still be required to march due to scholarship requirements. At Arizona State a horn performance major is under no requirement to march, and in at least the last ten years no horn performance major has taken marching band.
So if you are looking for a program for yourself or for a student you mentor that does not require marching band there are solid options out there besides conservatories. And do consider Arizona State highly among your options.
And to close with one other tip that can’t be repeated too often, be sure you are on top of your application deadlines! Schools are getting more and more strict that they must be met, and you never want to miss an opportunity because you missed a deadline.