Consider the idea that there have always been some records out there that DJs consider too good to even play, except at very particular and infrequent times and places. There are artists who keep their identities and even their music and their entire existence secret at the behest of their label manager. This is not just artistic preciousness, it is a key part of a very well-tested business model. There is lots of music out there that is too good to be released, if every guy on the street had a copy it would devalue it and hasten its passing into unfashionability.
It's more than just controlling supply (although thats a lot of it,) its about making the people that have managed/been allowed to hear the mythical secret tunes feel special, part of a lucky few. They are in a sense indebted to the DJ, even though they paid to go and see them perform.
They will tell all their friends, "and then halfway through Blackdown's set he drew for these unlabelled CDRs, it was too much. I've never heard anything like it. I asked him who it was and he wouldn't tell me." They will then post the same thing on message boards, asking if anyone else knew who the tunes were by. Many times, I have paid to go and see a person play just because I know they have access to tunes that nobody else does. That could be the only time I ever get a chance to hear those tunes. That could be the only time those tunes are ever played.
I plan to write some blog posts about this stuff at some point.