I used to go to concerts too, but when I think back on it I really didn't enjoy most of them that much. I remember getting headaches and feeling irritated by the people around me and sometimes having to step outside for awhile to get some air. One time I even had a crying jag after a show where I was saying to a friend, I just don't enjoy this anymore and I don't know why.
But after it was over I'd always say it was great and want to go to another one, and I kept going to concerts for years and wondering every time why the experience didn't quite live up to my expectations. lol
I do that with a lot of things, I want to do something and like the idea of it and maybe actually have a good time once or twice, enough to make me ignore how uncomfortable it actually is for me. But after awhile I build up an unconscious resistance to it anyway and I start finding excuses not to go, until eventually it dawns on me that I just don't want to anymore.
On the other hand, if I go to do something another person wants to do, something that isn't my own idea, I don't have the inner drive to want to push through my discomfort. So it's a lot more obvious to me that the experience is unpleasant.
Not sure if you can relate to any of this. I think it's a question of whether you feel uncomfortable simply because you are anxious, or if you develop anxiety because something about it is uncomfortable in another way (like if you have sensory overload). Hope this makes sense.