'Course it could be that they were bombed out of existence in WWI
Strategic bombing (i.e., aerial bombing of non-operational military targets) was so light on the ground in World War I as to be non-existent. I will categorically state that no instrument manufacturer (on either side of the lines) was put out of business by aerial bombing.
The most effective strategic bombing was conducted against London and other cities in the neighborhood by the German Navy (using Zeppelins) and German Army (with a few stray Zeppelin sorties plus several hundred by twin engined Gotha G-class aircraft and a couple of dozen sorties by Staaken Reisen ("Giant) or R-class aircraft, huge five and six engined planes that never suffered a combat loss during the entire war). Other than one lucky hit with a thousand pound bomb on an newspaper, they never put any industry out of service.
(Similar strikes were flown against Paris, and with similar results. Very little strategic bombing was attempted against Italy, Romania or Russia, the other major members of the Entente alliance.)
The Entente flew very few strategic strikes prior to 1918, and what they did fly in that year were with small, single engined aircraft. Not one German or Austrian factory was put out of operation for even one shift as a result.
A much more substantial effort would have been mounted in 1919 if the war had continued, with large multi-engine aircraft based upon an Italian design from Caproni. However, it is doubtful that the Entente would have had any more effect through such efforts than that performed by the Central Powers. Aircraft of all types from the period were just not up to lifting tons of bombs over long distances and against opposition - too frail, too short legged, and just not enough lift capacity.
It is remotely possible that the home of the saxophone, Dinant Belgium, may have been shelled at one point or another during the war. However, the Germans held the place, with the front lines far from Dinant, for almost the entire war.
Push comes to shove, "strategic bombing" during World War I was pretty much a non-starter, useful mostly for the diversion of air defense efforts from the main fronts. Of course, in World War II, it was a much different proposition.
In both World War I and World War II, musical instrument manufacturing was largely diverted to the manufacture of artillery fuse components and optical instrument manufacturing - the precision machining needed to make a horn is easily adapted to such purposes.