This is because they have developed the ability to do their best in any situation. Part of that is the vibe they give off apart from the words and music. The audience is smart. They detect how an artist feels from the subtlest clues. There is no place to hide.
Entertainers are there to give.
Whether they get back what they want, or expect, or deserve is not under their control. Being gig-tough is a way of thinking. Attaining this mind-set is simple, but not easy. My Christmas Guitar Tour revealed the elemental truth in this idea. I hated the first several gigs.