A person familiar with the vice-president’s plans told the BBC he did not attend the Charlbury gig, close to Dean, and had never planned to.
Dolly Mavies – whose real name is Molly Davies – posted on Instagram that she and her bandmates were told Vance would be attending.
“So not being fans of his, we decided that wasn’t for us and we packed up our stuff and left,” she said.
“Because morals are more important than money.”
In a statement released later, she added that she wanted to use her platform to champion human rights and “support the voices of those often silenced”.
“For me, performing is about connection, authenticity, and integrity,” she said.