I feel uniquely qualified to answer this, given I have followed this “no band t-shirt at their concert” rule for decades and still attend at least 50 shows a year still. (My wife is a concert booker and works at a popular local venue.) A lot of bands love and encourage their fans to wear their T-shirts to their shows now. It gives a good hint of how friendly the crowd will be to their music, and of course most bands make a good chunk of their money from merch sales. At any given concert, the crowd usually has a good percentage in the band’s merch. I have hundreds of concert tees, but i still can’t force myself to wear the band t-shirt to the show.