From an interview with pitchfork from 2007. It sheds some light on this topic.
Quote:
Pitchfork: Do you enjoy touring?
Harvey: Well, you see, I'm not really touring right now, and that sort of answers your question. I found that after the last tour, which was about eight months, that was in 2004, the Uh Huh Her tour. After a couple of months, I felt like I just wasn't doing good work anymore, because of the nature of touring. It's repetitive. And this time around, I thought "How can I do this differently?" When you're touring with a band, for practical reasons, you have to tour for a long period of time because you're employing a lot of people. So you can't take giant chunks of time off because you can't afford to, because you're paying retainers. So the only way that I could practically tour as I wanted to tour-- which in my perfect world would have been one day a month, in the country of my choosing, in Russia or Romania-- was to tour alone. That's the only way I could afford to do it. So that's how this whole way of presenting the work has come about, and I think it's been really fortuitous. I find every show completely new and exciting and terrifying. Although it's hard because it's so much more intense to do one show a month-- because of nerves, because when you have been touring and you're in your third week of shows, you lose that edge, and I didn't want to lose that edge. And going back, again, to what I said about being in the moment, being in the now-- I feel at the moment that every show that I do is completely in that second that I'm in. When you've been playing shows for 3 weeks, playing the same songs over and over again, you can't help but lose that edge, and I didn't want that to happen. I wanted to be on the knife's edge, with all of the people in the room. It's lovely, it's absolutely lovely.
Pitchfork: So will you continue to tour as a solo artist, on your own?
Harvey: Well, as long as it feels right. Everything has a period of feeling right, and then a period where you move on. I'll just keep doing it until I feel as if I've moved through it, and then I'm not sure what will come next. But right now, it feels absolutely right and I'm really enjoying it and the crowds seem to be enjoying it, and it feels like the thing to be doing at the moment.
Pitchfork: I'm sure touring is very exciting, and it's gratifying to present your work live, but I always imagined it must be so hard to be away from home for so long. I suppose I'm a bit of homebody.
Harvey: It's very hard. I too am somebody who likes her home. I don't enjoy living in hotels or on buses. I also like a lot of silence, and when you're touring, it's constantly noise, all the time, you're surrounded with 15 or 20 people the entire time. I find that tough.
Pitchfork: Have you thought about taking time off?
Harvey: A couple years back I stepped off the roll of write-an-album, record-an-album, tour-an-album. I just don't feel I do my best work like that anymore. I feel enormously fortunate to have been with the same record label for almost my entire career. I'm at this stage where the people at Island/Universal let me do things when I want-- I tell them when I'm ready to do a record. It's lovely, it's really lovely. These days I do my work as well as I can, and if it takes six to write a record, it does, and if I don't want to go on tour, I don't. I feel very lucky with that. I'm quite happy where I am.