Think about it like this. On stage idols have the protection of being above the audience. There's usually a barrier that keeps fans a few feet from the stage and there's a lot of security to keep wack job fans off the stage. Yet idols still have things thrown at them, people spit... and I believe Korean and Japanese fans are considerably more well behaved than western audiences. You can't plop a idol in the middle of fans at another groups performance with out some kind of protection. Think about fan warns and all that stupidity.
I was also surprised when I saw the images, so it would make sense if it is like that
But I'm not sure, when they go another artists concert on their own free time, who is sending a lof of staff with them?
I can imagine that it still works, as as you said, koren and japanese people generally are way more behaved and it's less likely someone acts crazy