I don't know if it is a "rock god" thing or the same desire people have to climb Mt Everest. Hundreds have already done it, but you want to experience it. The energy that comes back to you when a crowd in a bar is digging out is great, I can't image what a theater or festival audience would be like. I've never been booed by hundreds of people or had things thrown at me, so again, I may be only thinking about the positive stuff.
I've headlined in front of 10,000+....played at packed pro venues...the feeling was unbelievable. I had my "time in the sun". now I have to lower my expectations, but I still get a kick out of playing well in front of a packed bar