There are some basic laws that apply here that the band leader and you need to understand. These may not apply in all situations, but from your description it applies here.
1) The photographer owns the copyright and control over photos they take legally
2) If photography is not prohibited or controlled at an an event, then there must be clearly communicated or you must be asked to stop. They cannot make you delete photos.
3) Subjects in your photos have some rights to control how the images are published or displayed such as in use in advertising. Usually they sign a model release document as confirmation that they give you permission to use in advertising. The subject of a photo you use to advertise your or another business can sue for violation of privacy.
4) Use of the images in your Facebook not in a an advertisement for your business. Its a documentation of an news event that happened often called editorial use.
5) The copying and use of your images in a printed band flyer or printed advertisement is advertising and requires the permission of the copyright holder, usually called a license.
What can happen from here:
1) You can inform the band leader of the real facts about image usage and to respect your art and intellectual property. If you emphasize that you like the band and took these images to support them, you may be able to turn this situation into a positive. Explain that FB is not free anymore than bootleging their CD and selling it on your own or using their music on your website without permission. Asking for a small amount of money or merchandise in trade for use of the images by the band could be start of a productive relationship.
2) If the above doesn't happen, and he does not remove your pictures from advertising in a reasonable amount of time, then you can report an Intellectual Property Violation to Facebook and have them remove the image. Another step to take is to file a DCMA request to FB to have them remove the images. If you do this, realize that the band may report your images in a similar matter and FB may remove your images arbitrarily, even if the editorial use does not actually violate the law.
Its important that you understand these laws and policies before you operate a business in photography. Be knowledgeable, considerate, and firm and you may gain a client.
-Scott