I don't give a crap about Hannity, but this misunderstanding about how stuff works is alarming to me. His concerts and speaking engagements are business activities, not charity gigs. He makes plenty of bucks so he is charitable enough to donate his profits. His profits are in line with what he does.
Are you talking about his making a profit on the charity?
The organization is a 501(c)(3) public charity. They are charity gigs. However, you are right that they are an extremely expensive way to raise funds for charity.