I can't speak for European shows but the shows in the States are about $15.00 higher than they were in 2003 which in my eyes is not that bad, considering that 2003's shows were the same price as 2000's Crush shows. So in reality we have had one price increase in nearly 6 years which is pretty good in my opinion.
Take the following things into consideration: the price of fuel has gone up like crazy, for both jet and truck diesel and the band uses what, 10 to 12 semis and 5 or 6 tour busses (here in the US anyway) plus their plane. I personally wouldn't want to have to pay the fuel bill.

Security costs for venues has gone up like 28- 35% since 9/11. the venues are passing the cost along in higher service charges.

Stevie Vai is indeed an excellent guitarist but he isn't in one of the biggest bands on the planet now is he?? Of course tickets to see him are less expensive than seeing BJ. He's playing a small venue theater show , not Wembly. From the checking I've done Bj is still well below both Stones and U2 prices, so i guess I'm not really seeing what the complaint is.