David Byrne took me on a mindbending tour of his ‘immersive’ new Chicago theater show

David Byrne stands in a room with an awkward amount of doors, most of which don’t actually lead anywhere. “We’re taking the route the audience would take,” Byrne explains. “I’m not spoiling too much, but every door looks the same, and they can hear sounds coming from some of these doors. Laughter, ...