If they were Navy F-5's, they must be National Gaurd. The F-5's were always used as the aggressor squadrons for training because they had similar performance characteristics to a Mig. It also insured the the aggressor planes during training had different characteristics then the people being trained (typically in F-18's for Navy now, used to be F-14 and F-18). Anyways, that taught the fighter pilot how to compensate for a plane with different handling then his own.
Short of it, they now use F-16's for aggressor squadrons because of them being more modern, thrust to weight ratio closer to current, etc. But the F-5's were moved to the reserves/national gaurd for continued use as aggressor because they are cheaper for them to maintain and keep flying, while offering the same advantages that they had for active duty training before.
I realize none of this answers why they may have been at KMSY, but I thought it may make interesting background information.