I saw it happen, it was in fact the only part of the entire event that I did see. What was more surreal was that I'd only heard of Gogol Bordello literally 10 minutes before I started watching, after reading an unrelated article about them in Plan B. I'd assumed they were obscure, man was I pissed.
In addition, I don't care for her music that much, but Madonna is a fucking incredible performer, so much complicated dancing while singing. It was really impressive.