I think you are spot on Gary. I saw them at Brixton 3 years ago and they had a license for that gig, but dont think any of the UK venues had one this time. The US shows were also stripped back with no pyro. To be honest, although the pyro show is excellent, it can detract from how the band are playing.
Ive been reading their forums and some fans are actually dissapointed with the direction the band are taking. I feel that the new slightly less metalic approach will gain them greater appeal however and I welcome the less frenetic approach.