In those two examples you wrote there is a reason to use venir, not ir:
1. Nosotros no vinimos al concierto de Shakira.
This is using venir because the speaker is still in the "area" where the concert took place. So, imagine the concert took place in London a week ago, and the speaker is at the moment of speaking in London, then they'd use venir. If at the moment of speaking the speaker was in their home town, having returned from London, then they'd say "Nosotros no fuimos al concierto de Shakira."
2. ¿Por qué no viniste ayer al cine?
Here, the speaker is asking someone else why they didn't come "with him/her" to the cinema yesterday. I believe you can also use "to come" in that same situation in English, can't you?
If the speaker who is asking wasn't involved in the "outing" then they would have asked differently, with ir: "¿Por qué no fuiste al cine ayer?
I hope this clarified it.
I just came across another. In this one, the Spanish example uses venir and the English translation uses go. The plot thickens!
¿Por qué no quisiste venir al cine ayer?
Thanks for the follow-up Inma. My confusion comes from the context. Adding the element of “with him/her/me” fills that gap. Without knowing that accompanying element or where the speaker is in relation to the event, I most often filter the message through my own location. Since I’m not currently at the beach (I wish!) or the concert, I’m thinking more in context of going rather than coming. This topic sure reaffirms how important context is.
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