If this is during a performance, I am assuming they don't want you in front of them being a distraction which could affect their performance. A seasoned professional shouldn't be distracted that way, but I could see how it might affect some people.
I recently shot the dress rehearsal of "Guys and Dolls" at Theatre Clwyd for some publicity images for them to hang in the foyer. I was told that I was free to move around and shoot, but to try and avoid distracting the players. I changed positions during those short periods when they close the curtains to alter the set, and generally tried not to be obvious in my actions.