It is the day(s) there isn't a show, when the cast has their day off.
Some shows, such as Blue Man Group, rarely have dark days because they have a rotating cast and no one works every day.
Sometimes, a convention or group can buy out an entire show for their attendees, and no tickets would be sold to the public.
Sometimes, truly weird stuff happens, like when the entire LOVE cast performed on the Grammy awards show in 2008 . . . so no show at The Mirage that night!