They tend to like to go to places that would otherwise not have access to live music or atleast not with artists of that scale. For that reason I think any city with a preorganised large festival will not get picked for Big Weekend
Massive thanks for that quite accurate description (much more LotP than NIN) because I'd not heard of them before, but it seems that they could fill that Late of the Pier-sized hole in my life. I'm loving their singles and they're going on my must-see list.