Yes, it’s really a thing. The 4th Fighter Wing at Seymour Johnson AFB, NC, recently decorated and then burned seven pianos in an event that recalled their unit history as part of the Eagle squadrons in the Battle of Britain. As described by FltLt Douglas McKay, a Royal Air Force pilot on exchange with the USAF at Seymour Johnson: 

“The ethos and importance of this event is heavily imbedded within the Royal Air Force,” said McKay. “We celebrate the [Battle of Britain] with the wake, which is the burning of the pianos, for all the dead fighter pilots who don’t come back [sic].”

The 4FW historian recounted one of the more popular origin stories of the tradition, as recalled here in 2009. The article also cites some of the Eagle pilots themselves, who were previously discussed here.

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