The noun "audience" is a collective noun, it's spelled in the singular, but means a group of people..In this case "His songs were so exquisite that all audience were deeply moved" you can put "the" in front of "audience", it depends on the context...Maybe, the author of this sentence said it just in general and he didn't mean some specific "audience" and that's why "the" wasn't put there.
About your question: Why IS there..not "Why there IS.."