as sad as it is... propably money.
to film a live performance in a way it can be puplished by today standarts you need like 3 good cameras 2 people to operate them and one guy to spend days to edit it.
you don´t want camera man walking around on stage in your live show to get some nice close ups/facials, audience clapping will make the sound awkward, stage juggling lighting is not optimal film lighting etc
and for a performer there is nearly no value in puplishing his live performance... often time it rather seems to decrease a shows value.
for promotion a one minute trailer will work better and you don´t want to spoil your act for possible future visitors.h
also emotions can´t be filmed... things appear different on video than on a stage and i believe most performers prefer the realness of a stage instead of the "fakyness" of internet videos.
unless there is an (big) audience for it and at least enough money/prestige to be made to get back the cost of filming live shows in decent quality... it´s clearly a risk for the performer .