There must be a very significant reason for them to cancel the production. They spent MILLIONS to build the sets, pay the creatives, pay the salaries for the performers/staff/crew, and not to mention all the advertising they have going on (TV commercials, bus stop posters, tour bus wraps, online ads, the cover of Time Out NY, etc. etc. etc.).
They were 4 days away from the first performance. This is crazy mismanagement.
"The Spectacle has, indeed, an emotional attraction of its own, but, of all the parts, it is the least artistic, and connected least with the art of poetry. For the power of Tragedy, we may be sure, is felt even apart from representation and actors. Besides, the production of spectacular effects depends more on the art of the stage machinist than on that of the poet."
--Aristotle