I think one of the big concerns involves bands who bring their political views to the show with them. You know up front what you are getting into if you spend dough on a show advertised as a Candidate benefit.
However, what you don't expect is to pay $$ for an evening out with your best band while they're on tour and have to listen to them spew politics. You go to the show to get away from all the BS and to rock out.
I saw Wilco for the first time in 2004 in October right before the Bush/Kerry election. Jeff Tweedy was full of it that night and said some very insulting things about Republicans and Bush throughout the show. It was one of the greatest rock shows I've ever seen, but it'll always be a little tainted by how ugly he was towards those who do not hold his views.
I was thinking, man, I shell out my hard earned dough for your cds, dvds, concert tickets, and I drive 2 hours to show you my support. In return, you say to me, F - you and your way of thinking. Now on with the show.
I was shocked he went that far in the show (though i knew his views beforehand). By now i've learned to ignore it and listen to the music.