Maybe. I've noticed retrospectives of a few (but not all) of those directors over the past few years, but they were limited to a specific theatre, so it wasn't a tour.
I guess a more compact filmography lends itself more readily to the idea, but a smaller selection of a larger body of work can still count as a retrospective.
Here's another, more concrete example. Tim Burton has had numerous exhibitions in a bunch of places since 2009 -- Australia, L.A., Paris, etc. Apparently, screenings of his films accompanied some of those exhibitions (in the case of Paris, they showed all of them).