I watched Atomic Blonde this weekend and in one scene I had to pause it because I was trying to figure out what song it was because I heard it before, only a bit faster. Then I figured out it was Cities in Dust, which I thought was by Junkie XL ft Lauren Rocket. Turns out like all good music it came from the 80's, and the original is very good. Upon reading up a bit more I found many Siouxsie songs were sampled of covered.
Should be higher is excellent, you should see the Alive in Berlin show. It is epic. On the blu-ray Dave says he likes how the live versions often feel a little more chunky and dirty, something he likes.
I agree the live versions sounds better, richer almost. There's one they performed on letterman that is also quite good.
I am of the opinion that this song might be the best vocal showcase in Dave's career