In the opening segment Claire says he reason Phil isn't going to the spa with her is because he's too ticklish for massages. But in Heart Broken (2013), when the two get back from the hospital after Claire passes out, Phil suggests they get a couples massage, and even knows the name and number of a massage service by heart, implying he gets them with at least some frequency.
After one of the party guests fall from the Dunphy's window on to a ping pong table, the following shot where he gets up you can clearly see a crash pad under the table.
If Phil and Mitchell have assigned seating at the theater, then there is no reason to stand in line as if to get tickets.