Actually Harry said on the Rockpalast Live DVD that it was how the "Dance Band on the Titanic" entertained the passengers to entertain them and calm them even though they were in danger (The iceberg's on the starboard bow, won't you dance with me). And because of that Harry thought he and his band were like that, playing away and trying to calm/entertain people during troubled times.
Actually Harry said on the Rockpalast Live DVD that it was how the "Dance Band on the Titanic" entertained the passengers to entertain them and calm them even though they were in danger (The iceberg's on the starboard bow, won't you dance with me). And because of that Harry thought he and his band were like that, playing away and trying to calm/entertain people during troubled times.