They only show concerts during pledge breaks. Sometimes they even interrupt songs. To purchase a copy of a concert from them costs at least $100 which includes the price of becoming a member. Why should anyone pay that much when they can buy the DVD for about $30 in a store? Every concert they show has been or will be released on VHS and/or DVD.
If you want to become a member, fine. Some shows are perhaps worth it, (and aren't released) such as "Nova" and "Frontline." So if you want them to be able to continue to show those programs, then by all means, do your part if you can.