Night after night after night? Because it's boring.
Most of the audience would only be seeing one show, a snapshot to remember for the rest of their lives. Would you really deprive them hearing the odd hit because it's boring to the hardcore fan who would be going to multiple concerts. Up until the mid nineties Biwies' set list was pretty static, with just maybe the odd song being dropped or added , nothing like the set lists on this tour which are different in content and length depending on how he feels basically. I think he is trying to balance this tour so, the masses, the fans and himself get something out of it, maybe this is a first for him. As when he tries to please the masses both his fans and Bowie are not happy, when he tries to please his fans, the masses are not happy and when he tries to please himself, the majority of people are confused.
Put a Bullet in my brain and it makes all the papers