Many of these exist, of course -- it's just that they are audio-only. Apparently, that's what most customers want when they think of a music service.
There are some specialty streaming video channels in the space you describe; e.g., the Met Opera on Demand service enables fans to watch, not just hear, many past performances on stage. There are various free channels too, that focus on things like quirky indie rock. Some of these are easier to find on a smart TV than on the web. However, given the huge amount of recorded concerts available on YouTube, with every conceivable variety of music. I think a dedicated, fee-based video music service aimed at a mass audience would be a tough sell. For example, just yesterday I decided I wanted to hear "Dido's Lament" from Purcell's Dido and Aeneas. I found a great performance on YouTube instantly. I could easily have watched the whole opera instead if I had wished. A couple of weeks ago, I discovered a full performance by the early 70s group Fanny, perhaps the best all-female rock band ever.
The range of material you can find just by searching is quite amazing. The cost of re-acquiring the rights to this vast repertory would be prohibitive. But anyway, most of the items on your wish list are already on YouTube. This would be mighty tough competition for any general pay service.
