I don't see why an encore would be such out of place. They said they will have visuals to help the story, not that they're gonna build a stage set like Iron Maiden do (and then again... is it really out of place to hear exactly one song about Egypt in a full show played in an egyptian set? ok, no Iron Maiden album has ever been a rock opera, but still, nobody felt all the other songs were out of place in each specific stage set based around a song).
They're gonna come out, play the first CD and then walk out.
15 minutes later they're gonna come out again, play the second CD and walk out again.
It is really so out of place and weird and anticlimatic to have them come out yet again and play a couple of older fan favorites?
Anyway, I fully accept that I'm going to see "The Astonishing Live", they clearly announced it as such. Not gonna complain about the lack of an eventual encore, it would just be the icing on the cake.