Last year Father John Misty covered Taylor Swift’s “Blank Space” in the style of the Velvet Underground. We all loved it, but the joke was on us, because the man born Josh Tillman was just trying to prove a point or something. Last night at the Riveria Theatre in Chicago, Father John Misty covered Nine Inch Nails in the style of Nine Inch Nails, and it’s pretty great. “It’s a little sappy,” Tillman says at the start, “but I would love to play my favorite love song for you”. Father John Misty plays a sold-out House of Blues in Boston a week from today, on April 22.