Fair point Lozz, but if the venue goes bust because we didn't keep it going, we're also preventing a fellow musician from earning. Damned if you do and all that.
There are certain venues, every town has one or two, that are essential to the live music scene, or who have supported your band with regular well paid gigs. I'd be willing to support those kind of venues, either by returning the fee as a donation (which salves the conscience if you must be paid), or by doing a free gig. Or even by just making a donation, I've done that for some of the venues local to me who have run crowdfunding appeals.