Sure, but there's a huge visceral difference between looking at a screen versus "being there" in what your brain interprets as, for example, a small black-box theater with a stage in the middle.
1) paying hundred of dollars or more, potentially having to travel to a different city to watch the actual event, where you enjoy it with friends/family and the rest of the crowd
2) watch a filmed version in the theater or Blu-ray for $10, with your family/friends and other fans
3) purchase a $3500 headset that is heavy and uncomfortable, watch a filmed version for $10-20, with yourself
The movie theater experience seems like a pretty good deal. If I am not watch the real thing, I might as well just spend $10 and get a great experience.
Theres places like https://www.cosm.com/the-experience that have a spherical view and seating right up close that do live sports and concerts that are more engaging than a normal flat screen.