Most live rock concert movies from the seventies have something of the same look: reddish beams through the dark, pulsating lanterns and strobe lights and no very complex sets. If it's shot indoors and captures an actual gig they often do look like that. Scorsese's The Last Waltz and more elaborate actual touring shows changed the game, but in 1973 it was still a bit bare-bones. Look at Led Zep's The Song Remains The same, it looks as dark as Ziggy.
Almost nobody in those days did the kind of big-set, lavish-choreography shows you got later from Pink Floyd, Madonna or Kiss. Bowie made one of the first real attempts at that kind of show a year after Ziggy was shot - the 1974 Diamond Dogs U.S. tour. Big stage sets, lighting bridges, backcloth and props and dancers - but he dismantled that one after a few months 'cause it was astronomically expensive.
Also, Pennebaker had been hired very quickly, just to film a few tracks, but after he'd come around and seen the first of the two London shows he realized, as he says himself, there was a film crying out to be made here, so it was really a quick shoot and then they had this fab concert on celluloid (which is a blessing!) He may have opted to make it look more nocturnal, though: there's a few shots of the audience that aren't that dark.
At the audition I had to karaoke to "Smoke On The Water". I was 45. A very lonely experience.
The 2002, 2003 DVD is great, and includes a commentary that explains the process of documenting this performance, and the many overdubs and upgrades needed to finally release it in 1983, ten years after the gig. This DVD improved the feature even more from that point, and it's well worth a couple of watches/listens. Leonard Maltin's review about Ziggy being "...unwatchable and un-listenable..." may be referring to the 83' film release, but I think this DVD is awesome. The New Beverly in L.A. will screen the film in the last week of this month. Enjoy.
"The only reason I'm paranoid is because everyone's against me." - Frank Burns of M*A*S*H*