This is a very silly piece of writing, with lots of metaphors and jokes. However, it still has some basic components that you can use to break it down. The subject, "She," is followed by a whole lot of modifiers ("of the . . . ," "from the . . ., " "where . . ., "). If we want to understand the basic structure, we can skip all these and jump to the subject--"has not asked me to . . . "
So far, then, the structure of the sentence is "She has not asked me to prove my love." Now we have the conjunction "but," so we should expect to see a new clause. But where's the subject? It starts with a long modifier! "When she says [all the stuff she says], I . . . " Aha! the subject of the new clause is "I." Now we need a verb. "I seize this" (lots more modifiers).
So the core of that long sentence is "She has not asked me to prove my love, but when she says she wants to go (to blah blah blah), I seize this as an opportunity." The author is saying that his wife likes to go to musical events that he finds unappealing, but that he will jump at the chance to go with her to this concert, so that he can prove his love for her and she will "owe him one." He is ironically implying that after this great sacrifice, he can even get away with infidelity and be forgiven!
I hope this helps.