As Destroyer’s Dan Bejar concludes another of his inscrutable, existentialist monologues – “I’m a dreamer, watch me leave” – and turns his back to the audience, his band playing out the last few minutes of their new single, Tinseltown Swimming in Blood, the strangeness of the music, more exposed here than on the elaborately produced records, starts to work its way into the audience. Destroyer’s music is difficult to place. Not because its musical stylings are old-fashioned, but because it has alighted on its 80s aesthetic after years of experimentation (Destroyer was founded in 1995), and Bejar’s lyrical abstractions are now framed by this weird retrospection.

In the press release which accompanies Destroyer’s new album, ken, Bejar explains that he borrowed for the album’s title the original name of Suede’s 1994 single The Wild Ones. “It’s unclear to me what the connection is”, he goes on. “I was not thinking about Suede when making this record. I was thinking about the last few years of the Thatcher era. Those were the years when music first really came at me like a sickness, I had it bad.” Bejar seems never to have shaken this adolescent sickness off. Destroyer’s new album, cloaked in the same vaguely anglophile 1980s haze as 2011’s Kaputt, is music from, and for, another time, and yet it is neither retrograde, exactly, nor nostalgic. Destroyer reconstructs the period’s atmospherics with obsessive care, but only, it seems, in order to create an alienating platform for his melancholic and self-absorbed monologues. Delivered with a mannered, sometimes fiendish intensity into a tiny microphone held between thumb and forefinger, one arm propping him up on a waist-high microphone-stand, Bejar’s confessional narratives are the palpitating heart of Destroyer’s performance, his lyrics atmospheric still-images full of mist and rain, the blurry introspection interrupted every now and then by moments of banal observation and emotional clarity.

But it is often when the band behind him is given some space – in producer Josh Wells’ expansive drum solos, and the trumpet and saxophone melodies which thread through Destroyer’s last few records – that the music really coalesces. In these moments Bejar’s intricately constructed songs, with their complex arrangements and unpredictable turns, justify their sophistication, as they find a musical analogue to their narrative drive. Destroyer’s set is restless and relentless, and as it drives towards the closing Kaputt hit Bay of Pigs, and the single-song encore of Poor in Love, the music’s complexity and Bejar’s baroque lyrical sensibility grow increasingly congruous, and we begin to get a sense of what Bejar means when he describes music as a “sickness”. Destroyer aggrandises and elevates the banal, the poetic, and the self-involved to a level of adolescent emotional intensity, drawing the audience into Bejar’s fever-dream reimagining of the past.

Destroyer’s latest album, ken, is out now on Merge records.