The reason people with a Capital One Venture card are rarely asked for a PIN is because the card is not capable of having a PIN for purchase transactions.
You can get a PIN for use at an ATM for a cash advance, but that is it. You can not use it for purchases, and if you could, it would not be considered a cash advance. Only a transaction that gives you cash, or some form of cash (like chips at a casino), will it be considered a cash advance.
As for purchasing tickets, there are a couple alternatives to having a PIN, the most common would be to find a manned window where your card can be processed and you sign a slip like you usually do. Sometimes, for lower Dollar purchases, the machine and your card will allow the transaction with no authorization, and finally, if the machine has been upgraded to "Tap to Pay", contactless, then you can tap for amounts up to 50 euro with no verification. If you are buying multiple tickets, and the total is over 50 euro, then purchase each ticket individually as a workaround.