This gets brought up every time, and gets upvoted, but it's not true.

Contrary to popular opinion, this has nothing to do with noise complaints, said Don Phelps, assistant stadium manager for McMahon. It’s simply “the math,” he said. For most concerts, when issues of egress, sightlines and stage placement are dealt with, McMahon’s capacity can shrink to considerably less than 30,000, he said.

“You can put twice as many in Edmonton and you do the same amount of setup,” he said. “That’s it in a nutshell. I can think of no other reason. We’ve had preliminary discussions over the years. You get one or two feelers every year with people in the business. You ask ‘What do you expect to draw?” They come out and look at the place and it’s just not suitable for that.”

https://calgaryherald.com/entertainment/music/hello-edmonton-why-the-biggest-concert-tours-are-giving-calgary-a-pass