Eliminating uncertainty about whether a concert will sell out may be the primary reason.
Net ticket prices might be dictated by the performers and their agents, and the ticket agency might not have the ability to raise prices unilaterally, at least not by enough to stop scalpers.
There's another factor, or side-effect, that might be missed in explaining why an artist or their agent won't set prices higher, even when the artist has a history of having concerts sell out and tickets scalped: scalping is a symptom and sign of scarcity, and scarcity drives interest.
They probably want to set prices as high as possible while still having a high probability that tickets will sell out and make concertgoers panic-buy.