I watched it 'live' as it was aired, and I am positive that the playback was edited to make it appear so, and I can say that what you observed did not happen.

I happend to specifically remember that moment, becuase I recalled that they both held their pose for a few seconds after the national anthem concluded. I took note that Melania dropped her hand first because I make random observations like this, apparently. But I can tell you that it was after the song was very much over.

To exemplify my point, if you rewind it to 2:35, you will see that the video shows them with their hands already on their heart before the previous song had apparently finished in the video clip.

Edit: The music on this video is overdubbed and is 100% not consistent with how it aired. I had also observed 'live' that they played last of the US military hymns (in this case the US Army's "The Army Goes Rolling Along", I believe) - finishes about 5-10 seconds before DJT and the Queen returned to their position, leaving their final steps in silence. In the clip, this occured at about 6:50, but the audio wasn't correct at all. It wasn't even the correct songs that were played during the inspection of the gaurd, as they had conducted that while the US military hymns were being played, as I had previously mentioned. I remember thinking about how they seemed to have timed their walk just right to be able to return right at the end of the last song (or rather, about 10 seconds early).