Similar observation was made when Michael Jackson died, and Jon playing in Milwaukee, didn't mention it. Granted, he was there to play not to comment on the daily news, but people (or obviously at least some people), would have taken those comments in a very positive way, making Jon even more engaging to that particular audience. And I personally didn't get upset he didn't, but I would have appreciated the gesture, why not?
Perhaps was not on that day script.
