Most bands simply don't own/bring a backdrop small enough to fit. The stage is very small, after all.
The same thing used to happen at the Mean Fiddler. I remember Therion's 20th anniversary backdrop, which was clearly intended for festivals and the bigger stages they would play in South America and some European countries on that tour, didn't fit and had to be gathered in at the sides.
16/9 Richie Kotzen