From his review:
As for myself, I've always admired EC, though I can't say I've ever loved him. I don't think that's my fault, either. EC has always adopted a deliberately ironic pose, I think; he's has a gift for really sweet and catchy melodies, but also seems to have a real instinctive fear of the pretty, of the sentimental, of the, well, revealing. Hence what comes across as a fascination for songs which reference death; I didn't keep a scientific count, but I don't think I'm wrong in guessing that %75 of the songs at the concert, his own & covers, mentioned death in some way shape or form. Even the prettiest ones with Harris were, well, death themed.
So what caught me about the show was Costello really trying hard to balance what are really two contradictory impulses, which are of course in every performer, but kind of pronounced in him -- to Do His Own Thing, and to Give the People What They Want.
UPDATE: The divine watertiger weighs in.