That's not so hard to explain: When you're on stage you can flee way more easily than anyone of the crowd, because you have many exit doors very close to you (that you're used to employ as shortcut when you repeat) and you can run in any direction with barely no one on your way. However when you're in the public you can't run freely (because it's crowded), most of the time you don't know where the exit doors are and you can't see shit because you're in the dark while the stage is illuminated.

If you're a terrorist/CIA agent/illuminati/alien/lizard and you want to kill as many people as possible, you don't shoot the stage. It's far from you, it's not on your level (harder to aim) and the targets are moving. You shoot the crowd which is full of almost immobilized targets at point blank range.