I had the inverse happen a couple of weeks ago. Thanks to Delta, we arrived at the Sinead O'Connor concert ( for which we had second row seats!) just as it ended. I tried to file a claim with my travel insurance ( Which I never buy but it was offered on the website so for grins and $1o I got it). The travel insurance basically said sorry. In any case, I think that you may be stuck. There really doesn't seem to be much protection for the loss of "events" only for the loss objects.
BTW, I saw the Police in Vegas- great show.