Why does every concert in Mainstage 3 have an Unassigned mapping under Channel 1-16 "ConcertName"> All Channel Strips

This default to forward all MIDI to all channel strips is generally exactly what you want, otherwise MIDI would be ignored by the application and you would have to create mappings for everything manually (Notes, Pitch Bend, Expression, Modulation) which is error prone. Also: any _explicit_ mapping will come before this one, so any custom routing will not interfere with this.

That said: _IF_ you have the requirement to do that, you can do this. Select the Concert Level. The MIDI Inspector has the option "Send unassigned MIDI to all Channel Strips", turn that one off.

I have a bit of a different perspective. I'd say it's Apple's way of having the initial set up be nearly foolproof for the novice user to successfully make a sound. But the flip side is complete chaos for users who have multiple MIDI inputs and ports and don't realize this default is in place, which I recently experienced. This set up allows ALL MIDI going in parallel from unwanted sources to MainStage - in my case a DAW controller would detune every MIDI note when a volume slider was adjusted, but nothing in MainStage was explicitly mapped to that DAW controller port. Once you understand where the innocuous "Send unassigned MIDI to all Channel Strips" is (under the Concert level) and uncheck it (and also make sure controls aren't mapped to ALL MIDI ports), you block all this parallel traffic, and things work the way you would expect them to work.

Changing that is only one checkbox away. But most users are probably only having one MIDI device connected to the computer, so as the default it is very reasonable.