It's hard to understand why they didn't make a video recording, especially of the last gig. If they decided not to release, fine, their decision, but at least they would have the option. I know it would be a significant investment but presumably money wouldn't be an issue.
As an example, Kate Bush did record her 'Before the Dawn' gigs, then decided to archive the footage. We did get a live album though. As it's much easier to record audio a live album is always possible.
There's a full recording of the last Genesis gig up on YouTube currently - decent quality too - giving an idea of how a live album might sound. I guess an audio release would also depend on how willing they were to release the raw recording, or to go in and record overdubs etc. as necessary.