That "unparalleled concert going experience" seems to stem from a true love of both performing and his audiences.
I didn't have room to mention his tradition of dancing with a member of the audience when he ends with "Dancing in the Dark." And I saw one concert on TV where a girl--who couldn't have been more than 9 years old or so--held up a huge sign that said, "I KNOW ALL THE WORDS TO 'BLINDED BY THE LIGHT.' TRY ME." He called her up on stage! He sang it with her, and she did. It was a perfect example of that charm you mention.