I know a lot of people have said that the PV is just about people dancing and having fun etc. but I think the PV does have a link to the song. We all know ayu does nothing by accident and as the PV is so visual, exaggerated and in your face, I think it does tie to the lyrics of Lady Dynamite, particularly:
I've noticed since a while ago
That you are of a dominative and possessive nature
and
Because your heroic story is
Filled with exaggerations
And no more in the original shape
Isn't it ?
The PV, I think, is a visual expression of what ayu is saying, ie; people standing out by dressing up in crazy outfits (drag queens & leather outfits) and doing outrageous things (looking at each other in the bathrooms). The fact that it is featured in a gay club I think its just ayu's way of being fun and acknowledging her love of gay culture.
As far as shocking goes, umm have people not seen other Japanese music?? Koda Kumi kissing female dancers in BUT, fan-service provided from visual-kei groups and half-naked, under-age girls dancing around in most idol PVs?? By their standards, ayu is seriously a saint