most boards are set up for recording straight from the board. And most bands actually do record shows to be able to compare and look back at to prepare for future gigs.
What equipment costs would you think there would be? If they are a pro live band and they don't have recording equipment... guess what? They aren't a pro band.
From day one in the tiny little hole in the wall clubs, Dave Matthews Band recorded their shows at soundboard quality. Sure they are big now, but when they were playing for tips basically, they could afford to tape their own show.