This topic has been brought up before, but it's been a while and I don't feel like hunting the old threads down.
I've been on stage myself, in little theatre. You rehearse the show for a month or two, spend time building the set, blocking the movements, memorizing lines...it's a lot of work for a few shows. Then when it's showtime, you put your heart and soul into the role, bringing the story to life...
...and some philistine throws debris at you. Now, how would that make you feel?
I cannot blame Bono, or any other performer, for disliking thrown objects. At the least, it breaks the mood and spoils the pacing of the show. At worst, it can seriously hurt somebody. Ask David Bowie. That lollypop came flying too fast for him to see, let alone duck, and it lodged itself between his eyelid and eyeball. A fraction of an inch off and he would've had his eye punctured!
Sometime's it's an act of narcissism on the thrower's part, saying, "Look at me! I'm not some bigshot star, but I can interrupt the show!" Sometimes the thrower honestly wants to give the performer a gift. Either way, throwing things just isn't cool. Put your garbage in the proper recepticle, and keep your candy for yourself. Your applause (and ticket money, of course) are all the "gift" the performers need.