I'm not the type of person that cares about what's in the setlist (silly, I know), but you nailed it! Now, looking back to their Budokan concert, the setlist was really meant to be flashy, along with the costumes. That concert was sending a message like "This is why we are the fastest girl band in history to reach Budokan!" But in Osaka-jo Hall, it's different. At first glance, the setlist may seem unimpressive (but I was really really happy when I saw One Piece and Shining Sun in the setlist), but in that live, they performed those songs incredibly well, along with huge amount of emotions! For that concert, the message was clearly this: "Thank you for making our dreams come true. We have gone a long way, but this is not yet the end. It's just the beginning!" or something like that.
Well, I was also hoping for a PLAYBOY live, but I guess that will have to wait (I really want to see Haru's guitar solo!). They may have thought that performing PLAYBOY won't fit in the setlist... But that's just my opinion. It would be great if they performed PLAYBOY with their costumes (the first ones) used in OJH, but I don't think that would be possible.