That 2002 gig was in a big venue and was full. In the UK he could fill the Albert Hall quite easily, and when I met him at the Fairfield Halls in Croydon the promoter said the hall always lost money booking him as they didn't have enough capacity to make a profit, but it was seen as a prestige gig for them so they took it as a loss leader.
Apart from the fees he also looked after the band really well. They all stayed at the same hotel as him, so when he played the Albert Hall they all stayed in the Hilton, Park Lane.
Oh, and we paid a fair amount for the filming rights (although most of it was covered by a fee from PBS who had found they had a TV audience for him in the US).