What would you have done in this situation?

Out of respect for kin, my father and grandfather went to the funeral of someone that was their relative...I forgot exactly how they're related, but they're not terribly close. Anyway, this person was pretty young (I think he died in a motorcycle accident or something), but anyway, when they got back they told me that at the funeral there were mainly young men there who were apparently this guy's friends. From their description, it sounds like they were blaring industrial rock music inside the building, and there was a display next to the casket, which was a synthetic skull with a candle in the middle (I think), and a plaque or something that said, "rock on" underneath. My dad recounts how one of the guys there said, "Yeah, this is just like one of our raves!" My dad and grandpa didn't leave early on, though...it seems like they may have been waiting for the clergyman to come in and settle everybody down, but no such thing ever occured. So they came home very disappointed and upset. What went on was obviously not appropriate funeral behavior, but did my folks do the right thing by not asserting themselves? Or could they have done more? Or would have been less rude to just leave in the middle of the service?