I think you're taking the wrong approach here.

The artists are not interested in "price discovery" above all else. They do not, in general, want their concerts to be attended only by those who were willing to pay the most money, but rather by their fans. The goal of a band is not to provide a return on investment, or to most efficiently extract money from the value of the band's brand or music rights or whatever, it is to entertain and be artists.

This is the reason that tickets are generally priced well below what each ticket could earn in a blind auction or whatever, not because the bands are bad at "price discovery."