Because it involves royal people and it is a procession
When I was a young girl, living in Astoria, NY, we dressed as ragamuffins and went door to door asking if the people had anything for Thanksgiving. People would give us pennies or apples for the poor...
no. it is a metaphor for when people die, they walk in the "black parade" to heaven or hell.
What are Parades for Jazz?
The Grand Marshall