Because they choose not to. Each venue, organisation, or city which lawfully has influence over such events has the right to refuse. Neither case is "banning".
e.g. Rammstein have been refused on safety grounds before now.
2001: "Rammstein were unable to play their show yesterday at the Astoria in London due to significant restrictions to their stageshow and pyrotechnics. The band feel it would be unfair to their fans, to see a show that would have become highly compromised. If these issues can be resolved the band promises to return to the UK later in the year for live shows. Rammstein apologize for letting their fans down due to a problem which was out of their hands"
2001: "Rammstein were unable to play their show yesterday at the Astoria in London due to significant restrictions to their stageshow and pyrotechnics. The band feel it would be unfair to their fans, to see a show that would have become highly compromised. If these issues can be resolved the band promises to return to the UK later in the year for live shows. Rammstein apologize for letting their fans down due to a problem which was out of their hands"