Yes. You can come late to the show if you’re coming by own. As long as you carry the ticket and valid ID proof, it is okay to come late and visit the place. But not after the show is over.
Tourists coming from long distance generally make use of the transfer service or hire a cab from their hotel and reach the place at least a few minutes before the show time.
If you’re always a latecomer, then you can take the pickup and drop facility and come to the show on time.