It does but what the hell...
I watched the "Live" DVD, they play 7 songs from the new album (plus the itunes edition bonus track: "Pity Party (of One)")
The session is ok, and nicely filmed (even though is very similar to the bonus DVD it came with NIN's, The Slip), Brian looks just like in the 90's and i was amazed to see a girl play with them (No, i'm not referring to the drummer...)
Other than that there's no more extras in the DVD.