Certainly not. When I was a freshmen, I was considered a section leader, and instead of one person being an almighty power we worked together as a team. But I certainly did assign pushups and tell people what they were doing wrong, and I was the one who went to the meetings, but it's not a big deal. Last year we didn't assign section leaders for our band, and we worked REALLY well together because we were all considered equal and no one was fighting for power control. It's shouldn't be about who's named a section leader, it should be about everyone setting an example and doing all they can to achieve what they're capable of...

Not really. He might be better than you, he might not, you two might be better in different respects of the saxophone. Band teachers who know what they're talking about are the exception rather than the rule. And as far as marching... marching bands are great for percussionists, but do very little if anything to make a wind player any better. Maybe brass with projection. It ruins clarinettists and flautists... so don't feel like that should give you an edge over him. It doesn't really matter.