FOR THE LOVE OF GOD, NO, OBAMA IS NOT THE FIRST PRESIDENT WHO HAD A SERVICEMEMBER HOLD AN UMBRELLA FOR HIM
The ridiculous Obama umbrella "scandal" has been pretty thoroughly debunked by The Atlantic, by The Atlantic again, by The Washington Post, and, most memorably, by Wonkette's Rebecca Schoenkopf, who enlists her ex-Marine brother to explain, with many appropriate obscenities, that a Marine must follow any order issued issued by his commander in chief ASAFP. In the first Atlantic post, please note the military uniform on the umbrella holder in the second picture of George H.W. Bush.
I'll just add a couple more examples for the record.
LBJ, as president, had an umbrella held for him by an Air Force General, James U. Cross, according to Cross's own memoir:
Cross, later promoted to brigadier general, was LBJ's Air Force One pilot; more about him here, and about his memoir here.
And there's this, from a 1932 story about President Herbert Hoover attending an Easter sunrise ceremony at Arlington National Cemetery:
So, yes, servicemembers hold umbrellas if presidents ask.