I always hated that. It always felt like they just admitted defeat. They could have made an excellent song, but settled for disappointment.
Now I'm doing music myself, and goddamn, I get it. You can have a cool song going, and then you try to end it and it just sounds like disappointment every time.
Fading out? With my wind band, we've never done it.
You can have everyone play pianissimo and also reduce how many players play each voice, but unlike a digital fade, this does change the way it sounds.
It's also difficult to stay in tune when playing at a low volume with a wind instrument, so it starts to sound horrible before it becomes inaudible.
@[email protected] mentioned mic+soundboard, but for a windband, the band itself would need to be out of earshot, which is rarely possible.
So, yeah, if we ever need/want to cut a song short, we make use of a marching band signal.
Basically, the person on bass drum does two double-hits, which are out of rhythm so you can hear them, and then another hit on the first beat of the next measure, which is when everyone stops playing.
That does not always sound great either, but better than nosediving the whole orchestra. 🙃
Honestly, I often like a fadeout, e. g. keeping a slow bass beat around, fade everything else out slowly, sounds like a heart beating its last beats. Super cliché, but I like it.