Simply because the world isn't ready to hear the rest of the "new stuff" i was watching bootlegs and stuff.. back then the band didn't play all the new songs.. even though they wrote them in the AFD time... only little by little until UYI were made and then full blown new material was presented. I think same will happen with CD.
In Rock In Rio 2 they premiered 7 tracks from the Illusion albums (not counting KOHD). Then in the warm up gigs for the UYI tour they played like 9 or 10 new songs in each concert. The first UYI tour concert had 9 new songs.
PS: I never complain about the setlists nowadays, I think they are fine, I just think Axl has changed his mind about this matter over the years, probably due to heavier bootlegging, internet, and stuff like that