Of course they'll play The Chain. That baseline is John's iconic moment to shine! They've gotta to it!
Fleetwood Mac is a chain with links going every which way and some rusted and falling off... They've played the song without Lindsey and they've played the song without Christine. (I have no idea what the setlist was on their county fair circuit days, but they probably played it then too...). Regardless, I'm sure the band is more concerned with the fact that the general public are going to expect the song than they are concerned with whether it's lyrically a little silly to sing about never breaking the chain after giving your longtime guitarist the boot.