@Chemicalmat--I had some of the same reactions hearing their We Are the Night tour set for the first time. Hearing the "YOU ARE ALL MY CHILDREN NOW" bit from EBW7 and not having them play it was a huge tease, and a big disappointment as I was expecting them to bring it in.
As far as comparisons go, though, you have to admit that while their setlist hasn't changed, they create a far more seamless experience with their music than anyone else out there, save for possibly Simian Mobile Disco, but we'll have to see how the new duo deals with incorporating their sophomore album into their live set before making any judgment calls.
Underworld does a great job of creating a more in-the-moment on-the-fly sort of experience with their live set, but there are gaps in their performance and slight mashups that sometimes don't fit, where the audience is just left to connect the experience for themselves. Perhaps the reason the Chems don't change their setlist up as much is because their style and attention to flow doesn't necessarily lend itself to the dramatic setlist changes one might see with Underworld.
Having written all that, I will say that the transformations that the set has gone through since they started touring We Are the Night have been admirable, and the small additions have been enjoyable. I think if you're looking for changes, try paying closer attention to what they do with the songs, and how they change since the last time you heard them. Having heard their sets countless times, I can tell you that nearly each time I listen to them I hear something different.