These folks aren't exactly staying at the Ritz when they roll into town. The audience members in "Ma Rainey" hail from farms, lumber camps, and river settlements—not swanky high rises or suburban mansions. Which is kind of the point, actually. Their poverty is one of the many things that makes them connect to Ma's music on such a deep level; she sings about he economic struggles they experience every day.
The fans love Ma because she comes from the same poor background that they do, and that's what she chooses to sing about.
The fact that these fans come from far and wide, even though they probably don't have a ton of dough, is a testament to how much they love Ma Rainey.