My wife and I aren't all that into shows and whatnot, and we live in Minnesota, so on the rare occasions people we're interested in seeing come out here, it's still a several hour drive to go see them. Our main hobby is video games, so when we learned the Game Grumps were stopping in the Twin Cities during the period we'd already arranged for my wife to be off work, we decided fuck it, we're going to go see a show. It was my first show/concert/etc. other than musicals.
And man, what a show. I know exactly the feeling you describe; hoping they interact with you and acknowledge you, even if its only as the city you're in. In our case, the Grumps delivered. It was a wonderful show, very high-energy fun, and we would definitely go see them again. But I'd have been really disappointed if they hadn't. If I just want to watch them I can do that on Youtube, yknow? Being there, interacting with them, even as one of hundreds, it felt like I actually got to hang out with them. The audience for that show has inside jokes with the Grumps, now, and that's a really nice feeling. Missing out on that would have sucked. I'm sorry you didn't get that.
As an aside, someone we really want to go see is Weird Al. He was in Duluth recently but we didn't find out until the day after the show. Very disappointing. But I've heard his shows are tons of fun, so hopefully he heads back out this way in the next year or two.