The Samjiyon Band's performance comes a day before South Korea opens its first Winter Olympics, amid a thaw in ties with North Korea highlighted by the first visit by its leader Kim Jong Un's sister, who is set to arrive on Friday.
The Russians had appealed their exclusion from the Games by the International Olympic Committee (IOC) over the doping scandal from the 2014 Sochi Games.
Brutally cold conditions in Pyeongchang are warping skis and forcing some athletes to toss them out after training runs, an Alpine skiing course worker told Reuters on Wednesday.
'Despite much hype of optimism, everyone went home empty-handed without a clear picture where they are heading in the future,' notes Dr Rajaram Panda.