There are several issues involved beyond player integrity, even though that is the main one.
If they had decided to move to the second theater, they would have had have to move the players, the crew, the audience, the casters and everyone else involved as well. That would take a lot of time for them to settle in, especially the audience. And if the two theaters are not the same size, and I believe the second theater is a good deal smaller than the main one, then you have the problem of who you allow to go in and who has to settle for a refund/rain check.
There's also the fact that whatever problem was causing the disruption in the first place may not have been a localized incident (as they had not found the cause of the problem at the time) and if it presented in the back-up venue as well, than the entire move would have been for nothing.
Unfortunately, these kinds of technical issues can pop up even after extensive testing before hand. It's a hazard of the business.