Some musicians are great at both live performances and studio recordings. Jon and Roy are definitely not!
Their studio recordings are solid, but they are not performers or entertainers. They have no stage presence and made almost no effort whatsoever to connect with the audience.
The exception to that is their trombone player (neither Jon nor Roy) who at least smiled and waved as he came on stage, and was definitely into what he was doing. Even in his case, for whatever reason he kept standing center-stage and spreading his legs wide to display his crotch to the audience. Not sure what that was about, but since he was the most entertaining part of their performance I'll take it.
Very honorable mention to Jesse Roper (warm-up act). He was amazing! Great energy, very engaging performer, fantastic guitarist and vocalist, and funny. A++ would definitely recommend checking him out.