Because their product is essentially unpriceable. If the concerts were priced by demand their demand would dry up considering that instead of forty people wanting to hear jazz on a saturday night you've got 30 million people screaming their lungs out - the only reasonable market response to this is for the pricing to adjust so that only the most wealthy can attend but then you'll get an issue where the performer will lose mass appeal since they so infrequently perform for "regular people" and it will cheapen their brand. It's a weird catch-22 and the real honest solution is that recordings are the solution to this problem but people still obsess over live performances.