I think he doesn't sing Soterios Johnson in concert 'cause he doesn't wanna get sued for slander over the Ecstasy comment. 
"I also agree that When You Go is awesome. There's a simple reason he doesn't do it at concerts, though: four-part harmony."
I don't know When You Go, but I love singing harmony, and I'd gladly learn it if it meant having the chance of singing with JoCo. 