1. If someone paid for a ticket and was turned away at the door, then there is a legitimate claim against the business establishment irrespective of any "taxpayer subsidies."
2. A property tax abatement isn't necessarily a subsidy at all. New York City and/or State approved the tax abatement in the 1980s as a mechanism to keep the previous owners of the property (Gulf & Western Industries) from moving the Knicks and Rangers out of NYC. As I remember it back then (this was a time when every major NYC sports team was threatening to leave the city), the city and state governments sat down and figured out how much income, sales, and corporate tax revenue they'd lose if MSG wasn't in New York City, and the tax exemption was implemented because the property taxes were far less than the revenues they would lose without the venue there. There's also the peculiar arrangement for the property where the owners of MSG don't hold the title to the land where the building is located, since it's on top of Penn Station and different parts of the property are owned/managed through a complex arrangement involving Amtrak, New York State, and various public transit agencies.
It's worth noting that the top 1% of the earners in New York City -- which likely includes all the professional athletes in the city -- account for almost 50% of the city's income tax revenues. So it's possible that MSG is effectively subsidizing the taxpayers of New York City, not the other way around.
That argument can be made for any business or individual taxpayer in the city.