Tomorrow night's show caps an excellent year for the Ealing outfit, who saw second album, Ritual, crack the top three in the album charts.
But Harry, their baritone singer, now thinks it's time to take a break.
"I don't want people to get sick of us," he says, speaking over the phone, just prior to a recent gig in Amsterdam.
"We've been around a lot the last four years, played a lot and done three extensive summers in row, playing every big festival in the world, so I think we need to give people a break.
"We'll do a few festivals next summer, but nowhere near as many as recently.
"We won't be so obvious and in every place, and hopefully get people wanting some more."
There's certainly been demand for their atmospheric rock over the past few years, and the three-piece are now hoping to step up their live gigs up to a bigger level.
"For the first time we're incorporating video into the live show, which will be interesting," explains Harry.
"So that's going to be exciting as its something we've never done before. It steps up the shows to the next level, as you usually see that in stadiums but perhaps less so from a band at our level.
This is the band's second visit to Glasgow, having played a triumphant show at Barrowland in February, just after they released Ritual.
At that time, Harry was bullish about the quality of the second album, but he's mellowed over the past several months, and even sounds somewhat critical about it.
"There's always niggles with a body of work, he says.
"It'd be an absolute dream, and I'm sure every musician thinks the same, to make an album that you can listen to half a year later and still love everything about it.
"All I'd say is that at the time we definitely thought we'd done something amazing and it marks a moment in time, but there's definitely things I'd change in hindsight.
"At times I thought we focused more on the production than we should have. We sort of neglected some small aspects of the songs."
Yet that shouldn't harm the band's live gigs, famed for their sheer power.
Perhaps more surprising is how songs like Death, The Power and the Glory and To Lose My Life sound so uplifting live, and Harry feels that's an aspect of their songs that the group rarely get credit for.
"At all of our shows, people come away from it with a different experience of our music and our band than perhaps they had on first impressions," argues Harry.
"There's a big rock element to it, which people brush over, and maybe that's even dulled down on our recordings. But live, it's a big show and then there's quite a few really uplifting moments.
"For us, performing the songs is a real highlight and sometimes you have really cheesy moments onstage where you say 'wow, we're so lucky to be here', and I think that translates to our performances of the songs, and some people's experience of the show."
Those shows have included gigs all over the world, stopping off in South America and Asia. But Harry says the band are always blown away by the reaction they get in Glasgow.
"We had a show at Barrowland earlier this year and it's always a highlight," he enthuses.
"They're always rowdy gigs, and everyone's there to have a good night, and I really love that, so we're definitely looking forward to it."
Despite the trio's gloomy reputation, and serious subject matter lyrically, is there any chance they'll spread some surprise some festive cheer with a Christmas cover?
"I don't think we could ever cover it, but I love Fairytale of New York," he chuckles.
"It's easy to say its overplayed, and it probably is every Christmas when it comes on the radio for a month, but it's such a great song lyrically, with the melody and how the two singers interact is beautiful.
"I love the Pogues, too, I'm a really big fan. There needs to be a bit of debauchery with a Christmas song, everyone falling out and having an argument, which usually happens at least once every Christmas."
lWhite Lies, O2 Academy, tomorrow, £20, 7pm.