So lemme get this straight: Your partner arranged to come visit you this weekend, knowing beforehand that you had only one ticket for this show, right? I conclude that one of two things is going on:

(a) Your partner simply wants to enjoy your company when you're available, and is being honest when she says "go to the show and have fun." Therefore, you should go and have fun. If you can get a ticket for her to join you, do so. If you can't, suggest or arrange something pleasant that she can do on her own, then get together afterward.

...or...

(b) Your partner is playing emotional games with you, and thinks erroneously that your choice will tell her whether you are interested in "short term gratification or something more meaningful over a longer time span", as GUEST-okthen says. If you make the choice to drop your plans to do your own thing in order to avoid the possibility of hurting her feelings, be prepared to keep making that choice throughout your relationship because that's what she'll expect. That's what you'll be teaching her to expect! Is your devotion to her strong enough that you won't mind including her in everything you do during your free time (no men's bowling night for the next 50-60 years!)?

...Just out of curiosity, let me ask this: did you invite her to visit, with the understanding that you'd be going to the show alone – if so, see (a) – or did she just tell you she was coming, with a preconceived notion that you'd spend all your time with her without asking if you had other plans (in which case, (b) applies)?