I reckon it’s in part that this is a warm up tour. Usually they’d play multiple arenas in Germany, UK etc which spreads out demand.
Wembley Stadium in London is 75-90,000 seated capacity, plus ~25,000 standing (according to Wikipedia). Could they have sold that out? Maybe on this occasion. Though I’m not sure they’d sell out multiple nights as part of a larger tour, unlike spreading across arenas around the country, which is more accessible for more fans. My two cents. Happy to be proved wrong in the future!