I'm sure it's not just you. Lots of people really love the experience of seeing, hearing, and experiencing a live show from a great band. So do I. But for me it still comes down to the music. The show can be amazing and add a lot, but I'm still there for the music first and foremost, with the "show" a distant second.
The first time I watched Pulse on my home theater, my mind was blown (though admittedly it had some pharmaceutical help). Incredible experience, and the closest I'll ever come to experiencing an actual Pink Floyd concert. Absolutely worth the time invested in it. Very cool. And now that I've done that, I'm fine listening to the studio albums. Even a band as amazing as Pink Floyd, I don't get off on "watching" the music. I listen to music. And without the visual experience to accompany it, the live show just doesn't grab me. Even on later stuff like the live version of "Comfortably Numb", that guitar solo is incredible, and I've watched it a few times. But listening to it without the visual is kinda boring. It sounds like a two-minute guitar solo stretched out to 10 minutes or whatever it is. It's just not nearly as interesting without the "experience" of the visuals and the live show.