NEW YORK, June 26 -- Madison Square Garden has hosted 20,000 Knicks fans through playoff heartbreak, 18,000 for the kind of Taylor Swift concert that moves currency markets, and a handful of the most photographed prizefights of the past fifty years. What it has never done is host a private event. The building has no exterior windows. Photographers cannot shoot through glass from across Seventh Avenue because there is no glass to shoot through. Underground parking runs beneath it, allowing guests to arrive and depart without a media perimeter ever seeing their faces. For a couple who have been the most documented relationship in American popular culture for the past two years, Madison Square Garden has one quality that no other venue in Ne...