First of all, Mass, which was misinformed as a Nazi military song, was a song in 2003, and mj's concerts were all before that.
Secondly, era's song "the mass" is based on the poem of Bran, the "Goddess of Destiny" part of classical music, and added the chorus part of the band's previous song "divano". The public is probably more familiar to Chinese people than the goddess of fate.
Finally, one of mj's official short films, brace yourself, often uses "Goddess of Destiny" as the background music, which appears in both mv dvd and concert dvd, so some people think it is music played at the concert.