The British group played The Vic Theatre in Chicago and fans lined up at the stage door to grab a few moments with singer Diamandis after the concert finished.
However, thunderstorms rolled into Chicago and city officials issued severe weather warnings, leaving Diamandis with no choice but to stay inside.
She apologised to her waiting fans via Twitter.com, writing, "Chicago, you are breaking my heart! I am so sorry I can't come out (and) meet you. My security want you all to get home safely & asap (as soon as possible) because of severe weather warnings. It wasn't my decision. Love you all. Thank you for coming to see me."