B.B. King has spent decades singing “The Thrill Is Gone.” Perhaps at long last it actually is. Make no mistake: King is a living legend, a national treasure, and the sobriquet “king of the blues” is not mere wordplay, but a title earned. To be in the same room as him and breathe the same air is an honor and a privilege. But for the majority of King’s concert at the Peabody Opera House on Friday night, the sizeable crowd could have been excused for thinking that’s all they were going to get. King’s shows in recent years have featured...