"We did it!” With those three words said to his concert promoter and team from the stage of a packed Madison Square Garden, Stromae summed up the challenge he had set himself: Filling the famous arena and keeping the audience captivated for almost two hours.

By selling out the MSG, the Belgian performer entered a very exclusive club of Francophone acts who did it before him, including Gipsy Kings, Daft Punk and Phoenix. But he is the only one who ...