The venues you keep referring to as high school gyms and tiny auditoriums are quite nice, some of them destinations in their own rights.
Have you ever been to a large venue where most of the audience stood standing (or seated) with those clear plastic cups of booze, getting a buzz on, disconnected from the stage show because of the booze and vastness of the venue? It can really backfire to go bigger. Sure, who wouldn’t love a bigger Moz orgy, but really now, Johnnie Ray, tell us: is bigger always better?
Seriously, what larger venues do you think speak the kind of success you have in mind?
I live in a town with a large coliseum in Greensboro, NC where BIG names used to routinely perform. Down the road, we have Charlotte in one direction and Raleigh in the other, boasting even larger venues now - both outdoor and indoor. No one really performs in these venues anymore except Taylor Swift, and truly most artists now go to Atlanta or Washington DC to these “little auditoriums” or auxiliary-sized venues you keep referring to. When was the last time you attended a concert in a huge venue, where was it and who was performing? I am curious, seriously.