The Pixies were never a music video band. Makes sense. After all this is a band whose best songs were never the proper singles, who had no interest in looking like a rock band, was happy to arrange a concert set in alphabetical order and hated lip-syncing.
For instance, their other best known video, "Here Comes You Man," had Black Francis and crew employing an open-gaping mouth style instead of lip-syncing, and they look happily uncomfortable (by which I mean: The cringeworthyness is on purpose). Probably not a surprise they're not in their new video for "Bag Boy" — which like all things Pixies is curiously timed, coming just when you think the band is officially, finally over.
The classic Pixies video is their cover of the Jesus & Mary Chain's "Head On," which was born out of the band's insistance that the only way they make a music was if they did it live. No lipsync, no playing along to a track, no nonsense. The band sets up, plays, and gets out.
So the idea was born: Twelve 16mm cameras arranged to capture the band from various distances with different focal points. The resulting footage was then displayed on a 4x3 grid, creating a sort of mix-and-match effect that has the band looking fantastically odd.
PS: I highly recommend the book Fool The World: An Oral History of a Band Called Pixies which is chockful of amazing tidbits. For example, Scott Litt was hired to produce the live audio for "Head On." And between that and and the twelve camera set-up, it was a crazy expensive budget.