Well, I think band loyalty is far more important to bands. What I mean by that is, I went to see U2 at Glendale Arena when they came through Phoenix on their last tour. It was the first time I ever saw them live. I paid $100 each for my wife and I to go see them. Consider: Paying $12 for their CD at Target where they probably make $5 or $6 profit, or paying $100, where they at least make half that, after expenses. AND consider the merchandising. I think I paid $30 for a shirt and $10 for a poster.
Also, I was just reading on Pitchfork that Trent Reznor is not a free agent without any label plans. Since he wanted people to download his last album for free we can all probably guess that he'll pull a Radiohead with his future albums. Not that I'm a Trent Reznor fan in any sense, but progress is progress, I say.