The European Commission produces reports on tourism as part of its Eurobarometer surveys, which you can find here: http://ec.europa.eu/public_opinion/index_en.htm. If you do a bit of searching you might find some useful data in these reports. For example, a report of European's attitudes towards tourism can be found here: http://ec.europa.eu/public_opinion/flash/fl_370_en.pdf. I know this is not exactly what you asked for, but there is usually reference to cultural tourism in these kinds of reports and from there you may get further breakdown in terms of music tourism. This, I cannot guaranteed, however.
A second place to look would be on the websites of national tourism offices (they usually have a publications section with reports and statistics) and also on websites of lobbying groups; for example, UK Music has a research section and there they cite numbers on economic impact of music tourism. See here: http://www.ukmusic.org/research/measuring-music-2015/.
Generally speaking, it's quite hard to come by good data for arts and tourism - except maybe in France. Hope my suggestions are helpful and best of luck.
(I made this an answer because it was too long for a comment).