Hmmm yea. I don't get it either. Maybe they could just subconsciously block it until he started saying the words. It's a power move on his part. He's basically like a siren.
Maybe the same people would go to the next concert too and leave if he starts talking about being gay again and it really is just the words they feel God wouldn't want them to hear. I imagine it's a very insular community so it's plausible the Mormon newspapers weren't all announcing that he came out. That would be bad for business.