I see what you are saying, but look at the wembley live dvd.

Its one of the best shows that i've seen and I watch it so much. Its just the music that makes the show, with a minimum of stage effects. Some lighting and blow up figure, along with some fireworks. Their music prevails.

If you compare this to a U2 show, where there is "the claw" and such like stage machinery, accompanied with an array of lights, this is to compensate for what they can't do musically. Their music doenst really carry the show.