A few things to consider here:
1) Yes, Jewish people love theater and often attend shows.
2) Other people love shows too, so perhaps there will be less Jewish people in the audience on those days, shows can typically go on without them.
3) Less people are religious today. People still celebrate holidays with family, but synagogues are less full. So, again, there will be less Jewish people at shows on those days but still some.
4) Unless you have a cast member who is observant (like Tovah during Funny Girl), it seems Jewish cast members will be in the show on the holidays. Interesting though because those are the biggest holidays, so for people to miss them speak to the fact that less people are religious today.
5) Obviously these are generalizations and will differ for each individual as they practice how they see fit.