I highlighted the place where there is a (very minor) issue. It's not so much about the what, it's about the who and what it portrays about the presidents attitude towards his troops (whether that attitude is real or not). There's a reason that you won't see other presidents having uniformed people holding his umbrella for him. It belittles the person holding it.
There are of course exceptions to that rule, for example coming out of Marine One where the landing pad area is hazardous and as such people around it are restricted to people trained to be there (and the passengers of course). A press conference is decidedly not one of those exceptions.
There are rules that every member of the armed forces have to follow while in uniform and out in public, and most of them have to do with not reflecting poorly upon the service that the uniform represents. For background I will point out that I used to be at a duty station that can best be described as one step below the guys who stand duty at the White House (My detailers words, not mine). Roughly 100,000 visitors per year, and doing menial tasks (especially ones for someone with a higher rank) was always kept behind the scenes and as far away from the public as possible (when they happened at all, which was rare in itself).