Broken Base: Not as harsh as in most cases, but there's a notable divide between fans who like their pre-Beautiful Letdown material, and those who like their more recent stuff.
I Am Not Shazam: When Jerome first joined the band, a lot of the fanbase thought that he was "Chin", the Asian guy in the liner notes of the band's first album. He isn't.
Nightmare Fuel: The "Faust" and "Midas" parts of the song "Faust, Midas, and Myself" are actually pretty creepy.
Uncanny Valley: At the beginning of "Faust, Midas, and Myself", an old man (implied to be Satan) is described like this: "Something in his eyes, something in his laugh, something in his voice made my skin crawl off."