I'm really having fun reading a lot of information since I came onto the forum (which I would never have known about otherwise) and was reading about the "London Guy" who recorded Mark's IEM at the RAH and the whole scandal arose. Also about the (non) video releases of Madrid 2001, Montreux 2010, BBC 2013 and Copenhagen 2015 as far as I know. Why do you think none of them were released until today?
It varies...
Madrid 2001 was shelved because apparently the audience was so loud that the sound of people screaming was very high captured by any mic on stage recording so they couldn't use the sound. They actually recorded three more shows just in audio (Bilbao, Newcastle and Glasgow) just to use the audio to solve that problem, but they didn't anything in the end.
BBC 2013 was shelved as MK had a lot of problems with guitar tunning acording people who attended the show, they had to stop many times and start again, so probably MK didn't like how everything came and asked to shelve it.
Montreux 2010 is a private recording that the person who runs the festival keep for him, I guess that he decides to release what he think it worths, and by any reason MK show isn't one of those.
Copenhaguen 2015, together with Barcelona 2015 and other NA gigs during that tour were recorded by Henrik Hansen to use some parts in a documentary that has never seen the light of day, apparently they are still recording things for that documentary so there is always hope that it could see the light of day one of these days...
You forget about London, Shepherd Bush Empire 2002 (MK and friends gig), they recorded in audio and video one show in full. Apparently that was made by the record company to be used in the RPD record promotion, actually they released in youtube, as far as I recall, videos of Why Aye Man and Quality Show of that recording, but that was all.
Nowadays I don't think any video would be released as sales of Dvd or Bluray seems not too much for the record companies to bother, at least with some artists.