I think that while they can't stop people seeing costumes and routines at Dress Rehearsals, at past ones they just miss out the really clever bits and performances. So in Vancouver, they didn't show all the projections or have the actual singers there or have any of the audience participation kits. Nor did they do the cauldron part - perhaps unwisely as later events showed.
So some will leak out beforehand but the really impressive bits should stay as a surprise. All a risk tho particularly as we move to smaller and more concealable HD cameras, less will be secret. They may also have done deals with YouTube to take stuff straight down since they will own copyright in the performance.