I don't think the song was meant that they (Muse) want your compliance. But:

"Compliance is about the promise of safety and reassurance sold to us by powerful entities during times of vulnerability. Gangs, governments, demagogues, social media algorithms & religions seduce us with misleading untruths and comforting fables. They want us to join their narrow worldview in exchange for obedience and turning a blind eye to our own internal voice of reason & compassion. They just need our Compliance."

I also see that people accused this song being about anti-waxx stuff. I don't think it is. However, everyone is entitled to their own opinions.