At the end of her “Mayhem Ball” tour, Lady Gaga performs “Bad Romance” as the opera house behind her ignites, the set piece roaring with flames. It’s a commentary, or at least it appeared to be, on the ephemeral nature of pop music: Gaga spends the entire performance celebrating the genre’s artifice by leaning into its flashy tropes, only to burn it all down. As “Bad Romance” concluded, Gaga reemerged for one last song, not as the character she had inhabited for the past two hours, but as herself, beaming at her own creation. But what if the story didn’t end there? In between legs of her “Mayhem Ball” tour, Gaga debuted “Mayhem Requiem” at Los Angeles’ Wiltern in January, unveiling an almost entirely reconfigured version of both the stage show and album that served as an extension of — or, as it was later clarified, the conclusion to — her “Mayhem” era.…