UCMJ - Marching at Attention During Red/Black Flag?

Is it illegal/in the UCMJ that if an NCO places a flight at attention and marches them across base during a Red/Black Flag? It was 101 degrees with 47% humidity and this Military Training Leader was being a complete *** and decided to make our flight march back to the dorms instead of being at at ease because we didn't have our dress. Is this illegal, or can he do that?