Yes. As I recall, I saw it in other lives that didn't have DVD/BD releases too. They seem to always have it. My guess is that they do audio recording, at the very least. How else would they have the tracks for live album releases. They probably record everything, regardless of release plans.
My fellow cpmers, today shall be the day we weep for Kajiura herself has confirmed that which we have all feared. She states that so far, there aren't any plans for a video release of Kajifes. Sorry.
People probably started asking her after her blog post on the kalafina live.
Let us weep together. *cries*
What a shame. It was a really good live. *weep*