Hmm. Interesting, Jules. I'll have to look more closely at those scenes.
I've never before heard anyone say that JN's brother was on the set and was actually filmed playing the piano.
I think Robert Altman says in his DVD commentary that Jeremy had an earbud and was singing along to his brother's pre-recorded piano track for some of the songs. And Jeremy himself says that he mimed playing for those songs during the cast Q&A (DVD extras). Curiouser and curioser!
I can see a rewatch of GP is in order.