They're saying that being celebrity is like being a pokemon on Pokemon Go. Celebrities are constantly being chased by fans who don't really know them and are just looking to be entertained. The costume reflects their worry about being perceived as a joke; a concept Adam touches on when the director tries to make him wear a cowboy hat. The screaming at the show seems particularly loud. Understandably, it can be frustrating to be screamed at so loudly that it overtakes the music itself. They are trying to share their art, and while their celebrity status affords them a lavish lifestyle (also portrayed in the video), the anxiety and spectacle of it all can be both comical and depressing at the same time.