Well, Nicolas definitely has the charisma to sell this program and you can tell he chose this music because he likes it and likes performing it.
Considering that Nic was born several months after Depeche Mode's Ultra album was released (which contains the single "It's No Good", the latest song in his medley), I'm pretty sure it was Shae-Lynn Bourne, his choreographer, who chose the music for him. Although the band is ancient from Nadeau's perspective, Bourne was obviously careful to select songs that suited his skating style, so Depeche Mode + Nic's rock star-like charisma + Shae-Lynn's choreography = a match made in heaven! (And yes, DM does have a single called "Heaven" : https://www.youtube.com/watch?v=Fy7FzXLin7o )
I had met Nic at the Quebec Summer Championships two months ago, and he had told me after his SP that he couldn't wait to show off his new free skate (he was clearly proud and excited by it), and he mentions in this French interview ( https://www.youtube.com/watch?v=zhbVSZm-IwA ) that he loves the DM songs that he performs to. He may not necessarily be a DM fan now, but at least he enjoys the more popular songs, and it's evident in his skating.