When you play a smaller, more intimate venue, you can have real conversations with your audience, take risks, and stay current. You can also change the set list, on how the day feels or how the audience reacts. When you do arena shows, every arena looks and feels the same. You can't see who is in the room.
I feel at home in intimate concert halls. I can take risks and I'm immediately forgiven if the risk is a failure because it's such a cozy atmosphere. It opens up the opportunity for conversation and for interacting with the crowd.