Paul McCartney said that the reason stopped touring was that they got very tired of playing for an audience who were all screaming so much than they couldn't hear the band. And the band felt there was no point.
In contrast I heard of a classic concert which was apparently so excellent that the audience after the end was totally silent for several minutes before erupting in applause! Now that's an audience who was there for the music.
I appreciate wanting to let the artist know of your appreciation, but isn't the music the point? I think the classical orchestra mentioned above understood.
K.D. Lang sings like an angel. And the audience lets her know by clapping over her performance several times. Of course that audience is very well behaved compared to hard rock audiences.
Regarding wanting the whole experience, yonks ago I was re-watching a favorite movie, Postcards From The Edge, with my sister, in the cinema. The wonderful performance of "Checking Out" by Meryl Streep ran over the end titles... and everybody left the cinema! Except me, I was enjoying the song. And my sister was standing in the isle, hissing at me that the movie was over, would I please leave the building like Elvis?
(BTW, an Irish friend said once that he didn't get why Danes left the theatre as soon as the end titles began. Wonder if it's a Scandinavian phenomenon?)