If you go on the road and you only get 1000 fans paying for a ticket, you have like $20k income from attendence, thats barely enough to pay just Hogan & Flair. So right now it's just too expensive.
If they only rent buildings with a max capacity of 3000 (which is plenty for TNA), move to a smaller set (small sets can still look very professional, just look at NJPW's sets), and only bring in wrestlers that cost less than $800-$1000 for a show (which is more than enough for a top wrestler), its definately possible to go on the road. But when you have people like Hogan, Flair, RVD, Hardy, Anderson, Angle and Sting on your roster its just not going to happen.
If they only rent buildings with a max capacity of 3000 (which is plenty for TNA), move to a smaller set (small sets can still look very professional, just look at NJPW's sets), and only bring in wrestlers that cost less than $800-$1000 for a show (which is more than enough for a top wrestler), its definately possible to go on the road. But when you have people like Hogan, Flair, RVD, Hardy, Anderson, Angle and Sting on your roster its just not going to happen.