Open air venues find great difficulty with acoustics. At the most basic level, even football stadia struggle with trying to find a way to get everyone to be able to hear amplified announcements from the loudspeakers which are nearest to them, without also hearing a distorting 'echo' from those speakers which are further away.
For some background on how a famous open air venue has struggled with acoustic difficulties, see here:
http://en.wikipedia.org/wiki/Hollywood_Bowl
Unamplified performances (e.g. by a symphony orchestra) tend to lose a lot of their 'resonance' within a venue which isn't totally enclosed, with certain tonal ranges being largely lost to the ear.
While I'm typing this, I'm listening to a Beethoven piano concerto from the Royal Albert Hall. The piano is not amplified within the Hall (although, of course, there are microphones present for broadcast purposes) yet, having attended concerts there, I'm confident that everyone present in the Hall can hear it clearly. If somebody was to rip the roof from the Royal Albert Hall, the audience would still be able to hear the orchestra (although it would sound less 'full') but the piano would tend to be swamped (and the chances of a piccolo being heard would probably be completely nil).
Chris