Why did the Rolling Stones perform two days after Brian Jones's death?

Brian’s death was already in all the tabloids, and he had not been buried yet. Many considered the concert to be disrespectful and even evil, in keeping with the Stones’ image as “bad boys”.

The concert was already significant for two reasons: It was their first live appearance in two years and the debut of new guitarist Mick Taylor, who was replacing Brian. It was also going to be massive, with up to half a million people attending.

Brian Jones, not Mick Jagger, founded and named The Rolling Stones

It’s not totally clear if the Rolling Stones were heartbroken or not. The relationship with Brian had been falling apart for some time due to Brian’s drug addiction and erratic behavior. However, he made a huge contribution to the band as a multi-instrumentalist who could apparently play any instrument he picked up. That contributed to the band’s highly eclectic musical sound.

Many theories surround Brian’s death at age 27, found at around midnight at the bottom of his swimming pool. He had expressed optimistic plans for the future to several friends including John Lennon. His Swedish girlfriend was convinced he was murdered.

At the concert, before performing, Mick Jagger addressed the huge crowd with some well-chosen words in a short eulogy for Brian. The words were two stanzas of Percy Bysshe Shelley's poem on John Keats's death, Adonaïs. After this, hundreds of white butterflies were released - and a no-holds-barred performance followed.

Peace, peace! he is not dead, he doth not sleep,

       He hath awaken'd from the dream of life;

       'Tis we, who lost in stormy visions, keep

       With phantoms an unprofitable strife,

       And in mad trance, strike with our spirit's knife

       Invulnerable nothings. We decay

       Like corpses in a charnel; fear and grief

       Convulse us and consume us day by day,

And cold hopes swarm like worms within our living clay.

…

The One remains, the many change and pass;

       Heaven's light forever shines, Earth's shadows fly;

       Life, like a dome of many-colour'd glass,

       Stains the white radiance of Eternity,

       Until Death tramples it to fragments.—Die,

       If thou wouldst be with that which thou dost seek!

       Follow where all is fled!