I mean, if an event is walled-off and admission is charged to spectate the event (a movie screening, concert, ball game, etc), you could absolutely argue that it's stealing--but it depends on what the ticket price covers. Does it just buy you a seat? If so, then the people inside aren't paying for the content either, just for a seat. It would be stealing to go in and sit down, but not to stand outside and watch. If the ticket price pays for access to the performance, then yeah, it's stealing.

But is it immoral? Idk. Is stealing as an act always immoral? If you're starving, is it immoral to steal from big chain grocery stores to feed your family? Is it immoral for a homeless person to sleep in an abandoned house that's techically owned by a bank but they're not doing anything with it? Many would say those things are not immoral. Some would say it's immoral that our system allows for people to be without food or shelter when we have so much excess. But then there's entertainment. Is entertainment a need? Is it important for our mental health? Is it a luxury for people with time to waste? Is someone losing something? If so, who? Do they deserve it? Are they earning it legitimately?

Morality is weird and complicated. It's often incredibly subjective. What kind of world do you want to live in? Do you believe art and entertainment should be free? Do you believe artists should be paid? Do you believe event venues should be paid? What do you support? Those aren't meant to be leading questions at all, but they are things you should think about. What do you believe in, and are your actions in line with those beliefs? Who do you want to be?

That's just my 2¢.