If you want something, have it. If you feel like it's forbidden, you'll want it even more. Whenever I have a craving, I go and have it and just make sure I don't have it again the next day.
Historically, musicians know what it is like to be outside the norm - walking the high wire without a safety net. Our experience is not so different from those who march to the beat of different drummers.
I think you can tell when a New York show isn't shot in the city. It's so iconic and has such a specific energy.