Definitely attend the concert and enjoy it!
But take a moment to speak up for your relationship. It’s okay to just be honest. Thank him for the tickets, point out he didn’t have to do that, you were only commenting on something truly, it’s important he knows the difference. Of course his earnings are his to do with as he chooses, but you have often heard him express stress and concern about his consumer debt. Because of that, you have reservations about the gift. Point out you’re not quite that high maintenance, and you don’t expect him to dig himself into a deeper hole to fulfill your desires. Promise to be more precise in your speech and do so.
It’s not a big hurdle. But it’s an opportunity for both of you to be mature and tend to your relationship, so it grows in healthy ways not dysfunctional ways. And all it takes is for you to be honest, speak up, and express what you feel to him.
And if you can’t do that, about this, something you have genuine concern about, what does that say about the future for your relationship?
Please, do everyone a favour, and just speak up.
(Myself, I had to learn to say, “I don’t need it, I don’t really want it, have no place for it, wouldn’t really use it, but isn’t it lovely?”, after admiring things in shops, or risk receiving it for Christmas!)