But merely performing a song doesn't give you any kind of monopoly whatsoever on the lyrics. Even arranging a song wouldn't give you copyright on the lyrics unless you substantially changed them. It is simply false that Concord Music Publishing LLC has copyright on the lyrics to "The Star Spangled Banner," even if these public domain lyrics were used in an arrangement controlled by that company.
Edit: Getting into the weeds a bit here, but I don't think performances themselves can be copyrighted (in the US, that is). Recordings can be copyrighted, as can musical compositions, lyrics, and subsequent arrangements. It is my understanding that, in order for something to be eligible for copyright, it must be fixed in a "tangible medium of expression."
It's also worth mentioning that music publishing companies generally control compositions, not recordings. But even supposing Concord Music Publishing has copyright on the arrangement used on that particular occasion, that does not imply they have copyright on the lyrics.