To remove the Live Shows tab from your Facebook Page, follow these steps:
Open your Facebook Page
In the left frame under Manage Page, scroll down and click on 'Settings': the URL in your browser should have the following format:
Edit the URL manually in your browser (since Facebook no longer offers this option in the Settings menu) by replacing 'edit_page' with 'apps' so as to have:
The page will load the apps added to your Facebook Page: look for the Bandsintown app and click on 'Edit Settings'
Click on the 'remove' link
Reload your Facebook Page: the Live Shows tab should have been removed
Note this action is definitive: the Live Shows tab is no longer available for installation.