You know what I see you do that is different that what I do?  It seems you try to catch them when they are leaving the venue when they are all sweaty and tired from just having spent an hour or two on stage.  And there probably a lot of other autograph hounds waiting there with you.  I almost always go before the concert and try to catch them when they are arriving.  They are all refreshed and raring to go then and I find are more likely to sign something for you then.  Of course unless you have inside information you don't really know just when they will be arriving so you have to use an educated guess and sometimes wait for between 1 hour, if they show up early, up to 3-4 hours if they arrive late or later. It depends on how much you want the autograph.  Try it once or twice and see if your luck changes.  I usually to go the stage door of the venue around 1PM for a 4PM soundcheck time.  My motto is better to be early by an hour or two than to miss them by minutes by arriving late.

Two problems with that I see and they are one....haha....A required $50 purchase to get the autograph....If it ain't free it's not for me....and two....It's in Vegas....haha....I live about 2400 miles from there.