The Rainbow Theatre in Frinsbury Park, London were The Jacksons played in 1979 was an indoor theatre. As was the The Emipre Pool (now Wembley Arena) were the Jackson 5 played in in 1972, and I think 1974 aswell.
As already pointed out the Bad Tour was an arena tour in the USA. In Europe and the rest of the world it was a statdium tour, as were the Dangerous and History tours. But these are Michael's first arena concerts in the UK as a solo artist. I don't think statdium tours are viewed as fashionable in music anymore, and the O2 not Wembley Statdium seems to be the ultimate veneu for an artist to sell out in the UK now.