I knew I had heard him talking about what a burn short sets were. And I have found at least one instance, at http://www.gdao.org/items/show/378627 (Jerry Garcia interview, broadcast on WHMR, November 27, 1978). I don't know the date of the actual interview, but anyway.
Here, from about 6:30-7:30, is Garcia talking about the phenomenon of the short show:
The way showbiz works, you know, the Judy Garland tradition, is 45 minutes, bam, get off. Do an encore, that's it. And I think that ... that's a burn, as far as I'm concerned. I know everytime ... I've been a fan, I am a fan of music, and if I go to hear somebody play, I really want to hear 'em do it. And it's artificial - I really don't think it's called for. Economics, more than anything else ... they stem from cabaret economics, bar economics. Traditionally, bars do a turnover business. Like cafe shows do a turnover business, so that if they can squeeze in 4 shows a night, great; 5 shows, wonderful. Like in Vegas ... turn over the house each time, and make a lot of money in a small room. It's that idea that has created the form of the short show.
There are still numerous interviews at GDAO that I want to transcribe.
Here's another quote from this interview that I really like, on live vs. studio: "Making a record is like building a ship in a bottle. Playing music live is like being in a rowboat in the ocean" (@ 8:34).