On October 9, 2021, Variety published the following recap of Madonna’s surprise performance at Red Rooster in Harlem, New York (performed the night before):

On Friday night in New York City, Madonna, joined by Jon Batiste, his band and a small group of fans, gave an intimate cabaret performance in the basement of Marcus Samuelsson’s restaurant Red Rooster, before spilling out into the Harlem streets for a 2 a.m. parade set to “Like a Prayer.”

The midnight cabaret turned New Orleans-style street party rang in Friday’s release of “Madame X,” a documentary concert film of Madonna’s 2019 tour, released by Paramount Plus.

“Obviously, Madame X has been born,” Madonna said to the basement crowd, dressed in a black cocktail dress, lace gloves and long blonde wig. “She was always here. She’s always been by your side, encouraging you, pushing you, inspiring you, I hope.”

Taking the stage in the dimly lit supper club just after 1:40 a.m., Madonna, who laid on top of Batiste’s piano like Marilyn Monroe and climbed up the basements’ columns to grind up and down the wall, sang lounge renditions of “Dark Ballet,” “La Isla Bonita” and the Portuguese “Saudade.”

“Do you feel like something is missing from your life?” she asked the crowd, softly into the microphone while Batiste played beneath her. “So, what’s our job? What’s our destiny? To go out and find it,” she said. “I was talking to Jon on the way here, and we said to each other: Here’s the big question: How bad do you want it?”

The evening was almost impossibly intimate, attended by a crowd that looked to be about 100-200 friends, family and fans, who sank into the club’s plush banquets awaiting her arrival.

During the performance, after falling to her knees in a contemplative adaptation of “Like a Prayer,” Madonna grabbed a nearby megaphone, gestured to the musicians to pick up their instruments, and told the crowd to take to the streets. Obliging blindly, the partygoers climbed up the basement stairs — propelled by the rhythm of Batiste’s band and the sheer thrill of unpredictability — and filed onto 126th street. 

Tambourine in hand, Madonna led Batiste and a modest group of the party’s attendees through the early-morning streets of Harlem, joining together as the group sang an anthemic “Like a Prayer” into the night sky.

Traveling a few blocks down the street, the congregation ended outside a nearby church, where Madonna, framed by the ecclesiastical doors behind her, offered an invocation. “The Lord is with all of us,” she said. “Sometimes you just have to say a prayer.”

At Red Rooster, where most partygoers returned after Madonna’s streetside sermon ended, the room grooved far into the morning, voguing down the dance floor as the open vodka bar continued to flow.  Nearby, joined by queer icons like Aquaria, the Queen of Pop sank into the same plush banquets and watched from afar as the room danced, high and carried away.