Thank you for asking a question this morning. Hopefully I will be able to help you out. I empathize with you on how the situation made you feel uncomfortable. It sounds like you have offered a compromise with her regarding how you can all enjoy the show. I wonder if you have also taken the time to explain to her, in a calm and vulnerable manner, that the situation made you feel uncomfortable and even insecure. I believe in healthy relationships, we take the time to let our partners know what hurts us and then we yield to their needs. We demonstrate respect for their needs and we do what we can to debunk the thought processes that may perpetuate the insecurities.
There is a lifestyle associated with band members. You are aware of this. It may have felt that the band members were looking at your girlfriend in a sexual manner and then even hitting on her was disrespectful. It is part of their show to do these types of things, but if one or both of your are uncomfortable, you remove the situation from a possibility.
I also, on a personal note, hope that you will take the time to consider your own history in past relationships and track where insecurities may have developed from, if there were any from the past. I also encourage you to stand your ground and not be a doormat for someone else's demands, especially, if you are not being respected in the relationship. Boundaries are important and make a happier, healthier partnership.
I hope that is helpful and you will provide positive feedback or accepting the answer! If more information is to be processed, please provide it so we can continue!