They don’t. However, many stadiums and other venues have signed exclusive ticketing contracts with Ticketmaster.
Bands only have to use Ticketmaster if they play at one of these places. Any other event at one of these places would also have to use Ticketmaster. Bands are free to use a different ticketing service if they aren’t playing somewhere that’s signed such a contract, unless the band themselves have signed an exclusive ticketing contract with Ticketmaster
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