Something Depeche Mode find surprising, singer Dave Gahan remarked at the start of their current tour, is that some of their fans are young. Evidently, he doesn't understand why teenagers would be thrilled by a band whose music is emotionally bloodied, with murky sexual and religious undercurrents. The handful of under-20s in tonight's crowd could have set him straight: why wouldn't they love a gig that splices techno's pulsating aloofness, the sonic attack of metal and gothic imagery?
Then there's Gahan himself, crossing the generational divide by being the least avuncular 51-year-old on the planet. His hair is greased back, his chest bare and his voice shot through with end-of-days gloom – a picture of pathos and seediness few other frontmen can touch. Though between songs he's all cheery whoops and waves, the persona is undeniably effective. The band would be greatly diminished without him, as proved by an interval when he disappears and guitarist Martin Gore takes centre-stage for Higher Love and When the Body Speaks. His reedy voice and leather skirt make Gore the tender, ambiguous side of the Depeche coin, but he's no Gahan as a frontman.
The purpose of their first tour in three years is to promote the album Delta Machine, which provides a fifth of tonight's setlist. The show starts with its opening tracks, Welcome to My World and Angel, two of their most austere songs in years. The minimalism is echoed by a stage set comprised of a drum kit and three keyboards – played by Gore, Andy Fletcher and a session musician – and a screen displaying CGI graphics and footage of the band in undertakers' top hats and cloaks; it amounts to one of the most striking of 2013's big rock shows.
Roughly, it's a gig of two halves, the first defined by the heavy-hanging gloom of Black Celebration and Walking in My Shoes. They're experts at creating an unsettling atmosphere: even the clip of gooey-eyed dogs that accompanies Precious makes the skin creep. Part two turns up volume and tempo, epitomised by Personal Jesus, which oozes sleazily into life and becomes a sermon from the pulpit. It ends with the line, "Reach out and touch faith," giving Gahan licence to fling his arms outward and play both preacher and messiah. The crowd duly reach out, but can't quite touch; you suspect both fans and Gahan enjoy it that way.
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• This article was amended on 29 May and 30 May 2013. In the original, Andy Fletcher was described as playing a drum kit, and Personal Jesus was said to end with the line, "Reach Out and Touch Me."