Playing as a dance/cover band as they did (compared to, say, classical music), they had plenty of space to experiment. The critical aspect that's different from practicing with your band in a rehearsal space vs on stage is that you get to see how an audience actually responds to what you're doing, which is the whole point of the game. Every audience is different. A musician who's played 100 sets of songs alone in a room will have nowhere near the same level of insight as a musician who's played the same number of shows for an audience.

As an instrumentalist, I can choose to play my part ahead of the beat, behind the beat, right on time, I can choose to embellish my part or play it as written, I can improvise a solo vs play something pre-planned, I can subtly vary the intensity of my playing, all while my bandmates are tweaking their performance in real time, too. There's also the telepathy you tend to develop with your bandmates when you're unable to stop a show and yell about mistakes or forgotten parts :)