Except it wouldn't be intentionally losing money. Long term fans are what make a band the most money - they buy tickets and merch, and albums (games, movies, etc). By cashing in on big gigs and maximizing the sales for those tickets an artist would potentially be giving up a lot more long tail revenue, and possibly killing their fan base altogether.
Maximizing long term profitability is often not the same as maximizing short term revenue.
There's an easy way to charge market prices and have them be lower. You can raise supply by playing more shows. And if a band values its long term fans, they should have an interest in getting as many people into their shows as possible. Just stay an extra night or two and play another show.
Maximizing long term profitability is often not the same as maximizing short term revenue.