Following up on AEA's post...
Whether released before or after a show closes, someone has to pony up the huge cost of filming, editing and releasing. For those who think this should be done, why don't you pay for one and see how enthusiastic you are after that.
Using Passing Strange as an example, despite being exceptionally well filmed and well reviewed, the interest level is such that the video cannot be found among the top 10000 titles on Amazon.
However much some folks here might want to see it, these recordings are financially insane.
Finally, as a posture, filming shows conveys a deadly idea-that the film version of a show is a reasonable substitute for the live show. As an industry, that is the exact opposite of the message that needs to be communicated: that there is NO substitute for live theatre.