This is nothing new, of course. An enormous amount of Renaissance art was sponsored by Medici and Borgia patrons; in China emperors sponsored artists at the same times as they were slaughtering peasants. The only thing different these days is that we get to criticize arts patrons while they're still alive and watch the artists squirm.

One interesting tidbit for those interested purely in the business side: according to the NPR story, even highly successful touring acts can get 10-20% of their revenue annually from these private shows, so it's not necessarily a trivial thing to say "just don't do private shows." This non-trivial amount makes it more challenging to argue that artists should retroactively return proceeds from events put on by scummy patrons. And while it may be a good-will or good-PR gesture to do so, it's not clear to me that the artists are any more responsible today than DaVinci was responsible back then.