It seems that the game does not recognize the idea of some items logically replacing others.
Why is it that the band needs to have both a “Cheap Rider” and “Luxury Rider” at once for it to count?
Likewise, if one buys a van and then hires out a limo, and subsequently sells the van, the band whines about not having a van even if it had been previously whining about not having a limo!
some of the band like the cheap food, and some like the expensive food. And the van carried the bands gear, which will not fit in the limo. 
Good point about the limo, but I don’t buy your explanation about the food–I’ve had this effect come up even when all members of the band had whined about not having expensive food.
I’ll have to check again whether there is a similar defect regarding small vs. large pyros.