He wasn't sure it was Germany – he was only 100 percent convinced they performed it once.
This is what he said:
"I think we only performed it live once. [...] One time. One time. So one audience got to see that performance. I think we were in Germany. Because I think that's where we started. So I think we were in Germany. This is my... I am trying to remember. And the reason I know we only did it once, is because how physically gruelling it was. And how hard it was to get through the whole thing. I had a gold mask, of, like an Egyptia, mask on my face, that was real gold. It was gold. And, we had these two drapes that came down over the speakers, like on the sides of the stage, they were huge. I think they said Michael Jackson in hieroglyphics. I remember I had these gold plates that went across my chest, and we had these, like, a black fitted shirt that was really tight, you know, and then my black jeans, and then we had this kind of – for lack of a better word – kind of a skirt in front and back of our jeans. It was very Egyptian looking. And because we're in a gold mask with a little tiny breathing hole, it was so claustrophobic in it, and we're sweating, and to be able to see where you were on stage was so challenging... After the show, he felt it was too physically gruelling and vocally gruelling on him. [...] as much as he loved the song, it was too much and he wouldn't be able to sustain his performances, for a long period of time, over a tour, if he kept it. [...] And I know – I myself have always been looking for it. 'Cause I know we did it once. [...] I know we did it, because I remember being on stage! [...] I know, I know somebody has to have it. It has to be out. And Michael always kept copies of everything. He had everything. It's there. So I am sure, if people petitioned, and put feelers out, someone's gonna find it."