If the Troopers had the talent pool and resources that the Cadets had, I'm sure they could pull it off.
Also, if the Cadets did a Christmas show every year, it would grow old. A western show every year would get old, IMO. Though, I do think they have tried to incorporate some sort of a "western" feel to their shows since 2007.
But I do think they should have a sunburst per show. I mean, if I had a tradition like that, I would try my best to have one in each show in some capacity.