I've wondered this also
for example
1988 awards was held at the Minskoff, yet phanrom was there, candelabra and all.
the clip starts with the boat onstage and ALL the candles rise up, they even have the black wings/legs from the show, which makes me wonder, was this done as a split presentation, where the boat part was filmed earlier at the majestic for the broadcast and inserted in, then Music of the Night performed live at the minskoff? because at the end there is a wide shot so the candles on stage were at the minskoff.
http://www.flickr.com/photos/27199361@N08/ Phantom at the Royal Empire Theatre