I personally think it's down to the way the stadium is owned and run. I suspect the Band/promoter would have to lose some control over catering, etc and there's probably a huge overhead for security and hiring the stadium too.

Doesn't worry me too much being miles away in Yorkshire! I'd prefer they played somewhere more local to me. Be amazing if they would come back to Sheffield again. Must be getting on for 16yrs since they played at Don Valley and I'm sure there were around 50,000 there that day!