I'd be surprised. East Mids is the closest airport and is a similar distance to The King Power as the Amex is to Gatwick.
As the drive should be a comfortable 3 hours, I'd wager they are on the coach for this one. The cost of chartering a plane for what at besst would be a 30 min time saving would be mental
3 Hours? It takes me 2 hours to get from the M3 back to Sussex on a Friday!