I think all comes from the origin of the F scale which is very easy for the fingers 1,0,12,1,0,1,0,1. *)
And March compositions are modulating a fourth up in the Trio-Section. So we always are going though the circle of fourths.
(Actually Brass pieces have rarely more than 4 or 5 sharps or flats.)
*) For beginners the use and change 23-12 in E-major is a bigger challenge.
Mind that Eb-Horns have one sharp more than Bb instruments.
Yes, I’m talking about brass band music that might be written for amateurs and beginners.
And I supposed the question is referring to these.
Profis won’t have problems to play in sharp keys anyway.
But in the pop/rock scene we have another problem, also for amateurs and beginners:
When I was arranging songs for school bands the key E-major was quite easy for guitarists But this meant for Bb brass instruments F# or Gb.
Now as we know this music usually extends by secondary dominants in sharp key regions what would complicate the reading again for Bb instruments: e.g. A#7-D#7-G#7-C#7->F#. The accompaniment or the soloist parts will be Bb7-Eb7-Ab7-Db7->Gb and obviously much easier for reading in Gb than ib F#.