My two cents from concert experience. A band doesn't need a huge arena and 20,000+ fans to create a powerful and effective theatrical experience. Most pyrotechnics and visual effects suit smaller venues just fine. Steam canons, spark curtains, and maybe even hovering drones. I've seen most of these visual effects and more performed for a crowds of 1,000 - 5,000. And Muse has astronomically more resources. What's there to lose?