Didn't Christine say in Rolling Stone prior to Tango's release that "the term 'concept album' isn't in this band's vocabulary"?
If I remember correctly, it was a Random Notes blurb with a pic of her, L, M & J in the studio, discussing the recording for the new album, and how it would not be another Tusk.
I think Lindsey's work on Tusk could be considered "conceptual", simply considering the way he recorded everything. But the album as a whole -- no.