I don't know about past tours, but I know for this one, at least, he had said that because he wasn't using Ticketmaster this time around and was just doing it all himself, there were a lot of venues he couldn't get into because they had exclusive deals with TM. I think he specifically mentioned Los Angeles as one of the cities where he couldn't find a venue that would work with him.
It makes sense, too, because the place he's doing the show out here is an "in the round" theater. I hope to God the show is not actually in the round, though. I'm hoping he'll, like, curtain off half the theater and use it as a backdrop so it's a normal show. I don't want to stare at his back half the show. I don't think it's conducive to comedy.
Then again, Louis is playing arenas now. Like, as of a couple weeks ago. He is doing the O2 in London and then he's playing an arena in Colorado and Idaho now, which was just announced. So I probably shouldn't miss this show because it might be the last time I ever get the chance to see him in a small venue (and I will not see him at an arena unless I get close seats. Not interested in seeing a comedy show from the nosebleeds, thanks).