It's not that I care what people on that platform think. It's that I care what shows up in search engines and whether my brand is diluted by people other than me.
And that is exactly the same thing at stake for bands and the like.
Headlines don't get unprinted. If Muse quit Facebook or Instagram, especially after already having a presence there, it would be trivial for someone to swipe their brand identity and start posting horrible shit to generate headlines. And that is a bell that can't be unrung, in addition to having material cost to address if and when it happens.
And I haven't even mentioned the network effect.
Brand management is really difficult and even more delicate. Maintaining a token presence on some of the most popular platforms in the world is a no-brainer for anyone who cares about their brand.
I think it's fair to ask extremely popular, highly visible bands and such to take a stand and loudly quit these platforms.
I don't think it's fair to expect it of them.