I am baffled at the vitriol.. and the reaching, oh the reaching.
I am a bit confused why, when friend said she was already going, you didn't say 'oh great, we can go together, or meet up once there then maybe?' and see what the response was to that.
If she knows you love the band and would always want to see them, and she knows you have an interest in going, I don't understand why she'd react badly to such a suggestion or have an issue saying 'ah we're doing a fancy date night thing before/after, and we might not find you at the venue'.
If shes not inviting you to join them AND not giving you some reason why, I think that is pretty mean.
But the likelyhood of a small venue gig being a big date night is low, unless it lands on some special anniversary I guess, but again, why not tell you that? If that is the case.
As for the '£22 is too much' - no fucking way am I paying £22 to see a band I don't know and like. £8 - £10 maybe!
I would also find it bloody hard to find someone who would want to see the bands I like, asides from the people I already know who like that band, so if they were already going, exclusively, then no, I wouldn't find anyone else.
OP - ask your friend, its a lot less fannying than asking this lot. I do think it seems a bit mean but perhaps theres a misunderstanding going on here.
Whatever the answer - go anyway, even if thats by yourself. I loved gigs by myself, I didn't have to think about anyone else, it was very freeing!