There’s something deeply counterintuitive about the idea that we would go to a pop concert — the most communal-seeming of all gathering places, outside of a football game or church — in order to stop cheering, forget about everyone around us and just go deep into someone’s personal headspace. That is the stuff of live theater, at its best, and not so much Live Nation. But of course Lily Allen is out to blur those lines with her tour of “ West End Girl ,” the narrative concept record she put out last year. As every fan learned pretty quickly into the run, she is doing the album, the whole album and nothing but the album, adding plenty of acting out and visualization but nothing so much as a “Hello, Cleveland!” to break the fourth wall. It could not be any more of a theater piece if she’d booked the Walter Kerr for six weeks. And… it works .…