Honestly, I think it's a tad rude to continuously cheer throughout a performance.
That's a real modern misconception. It's actually fairly encouraging to the musicians to get that positive feedback rather than them just playing to crickets.
Heavens, the attitude in America really is different.
The Adelaide Symphony Orchestra down here seemed pleased enough that no one was going crazy mid-song during Distant Worlds. Was much clapping and cheering after songs finished, of course, and whenever the conductor said something or got Uematsu up on stage.
I actually prefer being able to hear the music over the audience. It seems rude to both the orchestra, conductor and the audience for people to make noises during the pieces to me, and apparently to many Australians, though I can understand cultural differences. It was remarked upon by the Zelda Symphony organisers a while ago, I think.
https://www.youtube.com/watch?v=KQ9Km7WW2aE Best console war summary ever. TL;DR version at 2:05.