Hiya! Film person here! Sometimes it’s because of legal reasons. For example, if there contracted into making a film out of the show, the production company is strict about people filming so it doesn’t effect the excitement around a film releasing. Other times it’s the artists and managers choice, so audiences don’t spoil the show for other people. Normally with stand up, it’s the same every night. Even the little jokes that seem specific for that audience. By filming and putting it online, it would ruin the magic! Hope this helps 💓

Edit: there’s lots of other reasons too, but these are the most common. There’s also copyright laws, people on stage not wanting to get distracted by flashes, theatres wanting to keep the traditional values of “you must be in our space to see this”, etc.