Their objections have become something of a pantomime. You wonder why they play the damned song at all (and so near the end, it's practically an encore). Maybe, like the rest of us, they still get off on that kerr- chunking guitar that heralds the chorus with a noise like a dodgy gearbox.
Or maybe it's the disturbing sound of the self-doubting refrain - "I'm a creep, I'm a weirdo" - sung by thousands of fans. It would take a lifetime to get your boyfriend to admit to being a creep, but Radiohead do it in three minutes flat with the old quiet-bit-loud-bit grunge formula.
When they weren't being so irascible, their gig last Friday was intense and electrifying, recalling the rude energy of REM's 1989 "Green" tour. The band were huddled in one corner of the stage when "The Bends" (from their fine album of the same name) erupted, its crashing opening chords sending frontman Yorke reeling backwards.
He seemed surprised that his guitar, which he wears cocked the way guerrillas wear their machine guns, was capable of such force. The world has also been surprised lately. Nobody thought this modest Oxford band had it in them to deliver an album as striking as The Bends. But Friday's show was the kind of lesson in raw, energising rock that we're more accustomed to from Smashing Pumpkins: music doubling as paint-stripper.
He did a lot of reeling, and staggering, and contorting. That's because he's a tortured artist; he doesn't just wear his pain on his sleeve, it is his sleeve. He doesn't belong here (he tells us on "Creep"). He'd be better off dead (on "Prove Yourself"). He's not a vegetable (that's "Vegetable").
On a spirited romp through "Black Star", he croons "I keep falling over, I keep passing out", words you'd kill to hear Barry White sing. And although "My Iron Lung" is their new masterpiece, when it arrives in all its "Dear Prudence"-esque glory, the lines "This is our new song/ Just like the last one" make you want to cackle, "Clever, Mr Bond, but perhaps too clever".
Yorke has a dash of albino-white hair, a permanently half-closed eyelid and a body like a mug-tree. It's refreshing to see a singer whose appearance actually makes you feel better about yourself.
He looks more like a typical rock fan than a typical rock star, which is a neat contrast to Jonny Greenwood, the guitarist who has enough hair and silly, splay-legged poses to qualify him as something of an axe-hero. Greenwood hacks at his guitar as though it's just admitted to sleeping with his best friend. The brittle, screeching noises he and Yorke produce together suggest they've replaced their plectrums with Stanley knives.
The band have their gentle side too, but more in the sense of calm-before- the-storm than "I Will Always Love You". Yorke knows this - leading into an encore of "Stop Whispering", he says, "You can all get your lighters out for this one". And they do. There must have been some singed fingers when it exploded into its nuclear climax. Yes, it was quiet-bit-loud-bit time again.
You felt, though, that there had been rather too much of a good thing. The first encore was cheese and biscuits, the second an Irish coffee, but the third was just one After Eight mint too many, particularly when Yorke returned alone with the dreaded acoustic guitar. That off-stage shuffling you could hear was the sound of the tour manager, crook at the ready.
Even that indulgence couldn't spoil the evening. Yorke may have cheated his way out of the high notes on "Ripcord", but he's still possessed of a voice, if not a face, that you'd like to wake up beside.