I was there too, and I also was disappointed they left this song out. On the other hand, they surprised the devil out of me by playing Primo Victoria--I thought they'd retired that song. So cool when they brought the kid onstage! And I see the Fillmore had all the crowd-surfers too, LOL. I wonder if people were coming up to them after the concerts, saying they wished the band had played this song, and so the band added it. That's my guess at least.
It's actually not one note lower, it's 2 notes, or a "whole step" lower. Like the guy above said, if recording is in E it's transposed two notes down, D#, D.
I've noticed every time I've seen Sabaton live Joakim takes a lot of breaks for water and such. If that means they do better playing live, all the better