On top of what everyone else has said, it also has to do with the way the band writes albums. Even going back to Fahrenheit, the track-listing to their albums are usually constructed the same way: 3-4 songs included to be singles, album tracks that are written with the intention of being played live, and other album tracks much less likely to be played. So if those less likely "personal" songs don't get played on the support tour for their album, the odds of them popping up later are quite slim.


As for never played before song that I'd want to hear: no question it's Edge Of A Broken Heart.