Prestigious venues like MSG and Radio City Music Hall charge (or did charge, not sure they are still) because if you were making money off their building they wanted some of that money. Strong union and well known name and reputation meant it cost a lot record there. Buildings with really strong unions do a lot of the setting up and pushing gear and whatever than non union venues. Also a recording would require multiple unions to be involved. You wanna use the that famous MSG sound and name and crew. It will (would have?) cost you.
Prestigious venues like MSG and Radio City Music Hall charge (or did charge, not sure they are still) because if you were making money off their building they wanted some of that money. Strong union and well known name and reputation meant it cost a lot record there. Buildings with really strong unions do a lot of the setting up and pushing gear and whatever than non union venues. Also a recording would require multiple unions to be involved.