No, it's not musical complexity or memory problems. Maiden set lists really aren't that hard to learn.
The reason they don't vary set lists is mainly for the sake of avoiding problems in the show. The roadie doesn't have to wonder "Are they playing The Trooper tonight? When do I need to get the flag?". The lighting guy knows every cue, etc.
The comparison to Dream Theater is often made. Keep in mind that DT uses a projection system for their background, while Maiden still use tapestries. Further, I wouldn't be at all surprised if the Maiden rig is lower-tech because that's what these guys grew up with and are comfortable with. Maiden likes having a human on the mix; most of DT's live mix is done by computer (see the Chaos in Motion DVD).