Live performances can be more engaging in the sense that the performer, be it in music or acting is able to get live feedback from the audience by the way they respond. Cheering, for instance and applause, sends the message to the performer the audience is getting entertained and thus the cheer or applause. It could also be expressed in several ways, like the oooing sound from an audience, or a panicky sound coming form the crowd based on the impact a scenerio, a sound of music etc, may communicate to the audience.
