Sorry you missed them!
I've been to many shows and this is one I distinctly remember. They presented themselves stoic and serious, and just rocked out and killed it. They only broke once when Jehnny Beth thanked the audience and after a silent moment someone from the crowd yelled out an exuberant "Thank YOU for coming here!" She smiled and chuckled a bit from that. I also remember she came out rocking those stilettos...
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It was also one of those times where my usual concert buddies bailed on me, so I was there on my own. And they were the ones who told me about Savages and how great they are! I still had a great time and give them shit from time to time about it.