Well, that's how the COMPANY taping occurred. PBS didn't film it -- a private investor did took it upon herself to do it. PBS only aired it and is releasing it on DVD as part of the deal they made (both will collect on the profits).
PBS doesn't film those Broadway shows -- private companies do. PBS only negotiates to air them as part of their Great Performances series. All of the Lincoln Center shows are owned by the Lincoln Center, which is why those LIVE FROM LINCOLN CENTER Broadway show airings (THE LIGHT IN THE PIAZZA, CONTACT, etc.) never are released on DVD. PBS doesn't own nor films them, so they can't do anything with them.