I've never seen BNW as a concept album.
Wicker Man is about playing live music in front of large crowds.
Navigator is a story about seafaring dangers.
The title track is about the dystopian novel (though I'd argue it misrepresents the book quite a bit)
Blood Brothers is Steve's introspective epic with some social commentary.
The Mercenary is about the first Predator movie.
Dream of Mirrors was (partly) written by Blaze and is about nightmares.
The Fallen Angel a fantasy story with religious influences.
The Nomad about a legendary desert figure.
OOTSP about a movie once again and TTBLAH about social commentary, again.
There's nothing tying those songs together thematically. Hell, it's difficult to tie more than two or three songs together. It's just a collection of great songs, not a concept album.