better off without them anyway
There is zero indication they are doing this for political reasons.
There is every indication they are doing this for safety reasons, and perhaps they can’t get insurance for their tour if they go into the current situation.
I've been a Megadeth fan most of my adult life and I'm now 51. You won't find a more conservative metal band (i.e. "United Abominations", their 14th release) I recently saw them in Raleigh. Mr Dave briefly interrupted the concert for a minute to say his peace about the current situation, and then respectfully continued the show.
I may not care for someone else's preferred music, but can't see any reason or gain in posting negative comments about the music or musicians. FReegards. d:^)