The frontman of the rock group had to be escorted off the stage by security when he refused to end the show and his bandmate has likened the star to comedian Ken Dodd.
He said: ''God bless him, I was so proud of him playing for five hours ...
''Damon told me he went to see Ken Dodd and he used to play for like five hours didn't he!''
And the 46-year-old bassist thinks the group reuniting after a 12-year hiatus is ''really special''.
He added: ''I think there's something really special about Blur getting back together.
''It really has knocked us all over, we were playing in Blackpool and the crowd were going so mental the barrier broke, it was quite scary actually!''
And with the successful release of their LP 'The Magic Whip', Alex is looking forward to the ''incredible summer'' they have planned.
Speaking on ITV's Good Morning Britain, he said: ''We released an album, we only announced it in February and it's just kind of blown us all away it's been an a incredible summer so far ...
''I'm going round the world in like 10 days! It doesn't take long to do a world tour these days, everything has sped up since the last time I did it.''
All I Want For Christmas is widely regarded as one of the best festive tunes every year
Pearl Jam announced 14 dates in the UK and Europe in June and July 2018.