The former MNA's third wife told a news channel he was cruel and once threatened to shoot her.
Azhar was not able to perform at the concert, said "people in the crowd [were] getting injured".
He was admitted to a hospital two months ago after his health deteriorated.
The news was announced on the band's official page with a call for prayers.
The Pride of Performance recipient was being treated at the Combined Military Hospital.
He was once married to Noor Jehan and had three daughters with her.
According to an official, the statue — which some want gone and others say should remain — is a work in progress.
"We can't let someone with such views conduct sessions," shared a source with Images.