I've heard a bit about this topic before: how the modern way of listening to classical music does not bear much resemblance to how it was performed in the days the work was created.
This review of a book on the topic gives a bit more background:
There was a whole tradition of "concert improvisation." The young Franz Liszt would improvise on themes offered by concert-goers to such effect that his listeners were left in a state of delirium. Audiences in the 19th century, themselves less rigidly bound than audiences today, got into the spirit by voicing their enthusiasm when a passage moved them -- interrupting with applause or shouts and sometimes demanding, mid-concert, a reprise. They applauded between movements as well.Much of the blame for the stifling formality of performance today is, apparently, the fault of a prominent later figure in music:
Mr. Hamilton shows how much of our present performing etiquette derives from Felix Mendelssohn and Clara Schumann, whose antipathy to interpretative license (and to Liszt, its exalted practitioner) bordered on the pathological. "It is inartistic, nay barbaric, to alter anything they [composers] have written, even by a single note," said Mendelssohn. His style demanded strict meter, the avoidance of expressive ritardandos, utter fidelity to the page and minimal pedal. No wonder, as Mr. Hamilton drily notes, that on the wall of the Leipzig Gewandhaus (where Mendelssohn played and conducted) was Seneca's apothegm: "Res severa est verum gaudium." That is: "True joy is a serious business."