They did and if I remember correctly they concluded it was busted. I remember this episode in particular because I didn’t feel like their tests were completely sound and didn’t accurately model a civil engineered life-size bridge so at best the result should have been inconclusive.

The machines they built to simulate the marching was entirely inadequate. A much better way to test it would've been a weight on a voice coil, and a contact microphone to monitor echoes. They'd still probably be unable to tear down the bridge model they built, as that thing seemed to be way overbuilt.

It was later re-tested and re-classified as plausible (for some reasons the particualr episode was aired in EU but not in the US):

https://en.wikipedia.org/wiki/MythBusters_(2004_season)#Epis...