I would also guess that Midler may feel more intimidated in a scripted role and songs than she is in concert when she can be more free. (and after all she hasn't much experience in scripted shows.)
I say this because I once heard Lily Tomlin say it she had trouble early in her career doing things that were written by others. She said she could do all sorts of stuff in her one woman shows without much nervousness but if she had dialogue in a movie she got tense. "Nashville" was improvised and on Nine to Five she asked to be allowed to improvise too.