From a comment:

For the backstory, as you can see, it is pouring rain. Bush is told not to perform as it is a safety hazard. The rest of the band sits it out but Gavin says something to the effect of screw it, the fans are in the rain, I can be too. We as fans are given one of the most touching, visceral, powerfully raw performances ever, simply because he loved the fans as much as they loved him.