It was an edit of a full concert that has been out on DVD for about 2 months.

The BBC doesn't advertise of course, so they couldn't possibly tell you a fuller version was commercially available. However, they aren't above striking a deal with Sony to promote Sony's DVD for them. Same as the Scorcese Dylan really, except there the BBC were also one of the producers and showed the whole thing.

You'll find the same chant of "Bruuuuce" on all The Boss's live DVDs and CDs, and indeed at all his gigs.