After re watching it the impression I got was this.
That in an ideal world they would have just played their respective hometowns and then gone home.
I think also that even though they just finished Wicked on Broadway prior to the tour. If I recall Tornoto was a longer stop for them then their hometowns and maybe they had enough of the show?
I don't think it was hate of the city. I think it was more of them clearly enjoying each others company and having enough and wanting to go home.
Maybe as well as maybe feeling tired of doing the show they could have felt that while there was stuff for them to do in both of thier home towns there might not have been much for them to do in Toronto.
"If you try to shag my husband while I am still alive, I will shove the art of motorcycle maintenance up your rancid little Cu**. That's a good dear"
Tom Stoppard's Rock N Roll