While it's never been one I like much it has its place on the album and would have fit well in the set. But obviously if, as per Winston's post, it was problematic for them that suggests they tried and abandoned it. Of course it did have a place on that tour in that it was the intro video (well at least at the London shows it was, I assume it was used throughout the tour).
I'm not a particularly big fan of the track either although I did like the video. It might have been an opportunity to use a local brass quartet or something, like in Australia where there was a rule about using local musicians. But I do recall a comment about it being too frenetic to play live or something! I bet there's an amusing outtake or two of them giving it a lash.
Btw the tour video has Do The Neurotic playing over the credits, and if memory serves it was even listed on the tracklist on the back (?), which got me very excited when I saw it. Did the song actually play the band out at the end of the gig or was it just on the video?