Are you thinking those outfits cause they could be scale-y?

^What if mermaid disguise never really exist? Maybe it was John bothering her and making fun of these outfits (or others) as a friendly joke. Then, both could create a story around this fact and made fun of journalists at the same time. LOL, how many of us has done something like this? Anyway, as I said, I'm just talking while thinking... I don't really think it's possible. Is it?

I guess that's possible, but the quote seems pretty clear -

“Halfway through the Bring You My Love tour, we were playing a show in Seattle, and Polly turned up in this mermaid costume. It was as though we’d stepped over the line from a grotesque cabaret into a pantomime. I went backstage after the show and knocked on Polly’s door: ‘I’m not entirely comfortable standing onstage with you when you’re dressed like a fish!’”