I think she's doing arenas because that's what a lot of traditionally "stadium" acts are doing right now. I think the Stones have been doing mostly (if not all) stadiums as well as U2 (who are, of course, under the same management).
It seems to be more manageable for their large-scale productions and the air of "exclusivity" can be capitalised on by adding more dates (making up stadium numbers in the end, with higher prices).