I think they have the right to voice their opinions, even on stage. It's not like the whole show will be affected just because Jon mentions he disapproves of the war. He can say whatever he likes, and so can anyone else. As long as the right of free speech exists, people should be allowed to say their thoughts, it's what makes democracy so valuable.
I do agree, however, that it doesn't really belong to rock music. But as I've said before, I don't think it will affect the way people receive the show.