Then you're doing it wrong.
Here's the New Orleans I know: Mrs. Hank and I in a tiny music club on Rampart a few years back. Like, 9pm on a Tuesday night. Bandstand barely bigger than a closet. Little brass band, 4 guys, playing the hell out of some old dixieland standards. In comes a cop in full uniform, walks up to the bandleader. They bull**** a little bit, and the cop walks onstage, reaches behind the piano, pulls out a case, pulls a trumpet out of the case, plays an hour set with the band, puts the horn back into his case, puts the case back behind the piano, and goes right back out on his beat.
There is no other place like that in the whole world.