If you're a tourist in a country, or a green-card worker like I imagine these performers would've been, you're subject to both your own country's laws, AND the country you happen to be in's laws. It's not a choice, it's mandatory.

They very knowingly broke the law. They did so specifically to show off the fact they were breaking the law. They were not attempting to protest the law or evoke civic change (and even if they were, they're outside agents trying to meddle in another country's politics for no reason), just stirring trouble for the sake of being little shits who seek to ruin things for everyone.

They got their music festival shut down. I'm sure the fans of the other bands, and even of their band, were super happy to be sent home without seeing their favorite stars, and possibly harassed by cops. They will pay nothing since foreign suing is often limited to only if you ever go back to that country, so only their fans, and third parties not fans of them but harmed by them in the crossfire, will be punished.