Great reaction. The instruments on the video aren't the ones used to record the music. Just all part of the tongue in cheek fun of this band. In fact for the special edition of one of their albums there is a disc where all the vocals are replaced with dog barks that were auto tuned. You should checkout a live version of this song. Saw them live last summer and their concerts are one huge party where everybody dances their butts off. Recommed their new song Voyage of the Dead Marauder with Patty Gurdy and her hurdy gurdy.
You have never heard of them because North America, has few radio rock stations, and those are controlled buy a few major corporations. So off-beat bands, thar don't fit the mold, don't get played. The sound/instrument you hear is from a Keytar played by the lead singer. They are presently touring North American (LA), this weekend. Every concert is a giant party.