I was writing specific to OP’s camera, and to a lesser extend the broader category of “budget cameras” which are more likely to have variable max aperture lenses.
However even with constant aperture lenses, at longer focal lengths you may need to increase shutter to compensate for shake to the point you lose light (subjects are moving so you will need some bit of a fast shutter, but if you are going to push limits and try to time 1/45th or 1/60th second exposures when the lead singer is in a pose, doing it at 200+mm can be more problematic. A constant f/4 lens this is much less of an issue than OP’s f/3-5.9 lens, but shutter speed still factors a little. Additionally composition and perspective may be improved by getting closer.
It should be noted that this only applies to lenses with variable aperture number, such as the one in P520.
For fixed f-number lenses the amount of light is independent of zoom amount (as the physical aperture opening scales with focal length).
I was writing specific to OP’s camera, and to a lesser extend the broader category of “budget cameras” which are more likely to have variable max aperture lenses.
However even with constant aperture lenses, at longer focal lengths you may need to increase shutter to compensate for shake to the point you lose light (subjects are moving so you will need some bit of a fast shutter, but if you are going to push limits and try to time 1/45th or 1/60th second exposures when the lead singer is in a pose, doing it at 200+mm can be more problematic. A constant f/4 lens this is much less of an issue than OP’s f/3-5.9 lens, but shutter speed still factors a little. Additionally composition and perspective may be improved by getting closer.