You hear about how concert goers feel this. Burning man attendees treat it like a religious experience, and it really is by all means the same sort of religious event as a saturnalia festival centuries ago must have been like. I think there is also a huge high on the part of the person marshaling all of these people. I watched a documentary on Woodstock 99 and they interviewed Fred Durst of Limp Bizkit about his set. He talked about how powerful it felt to have almost half a million people all moving in unison to him, entirely under his spell. It seemed like he got chills just thinking of that moment again years later.