The band had another song in mind.
The creator of Twin Peaks, David Lynch, asked the band Nine Inch Nails to play a more "aggressive and ugly" song for their performance on the Twin Peaks series.
Vocalist Trent Reznor revealed that before deciding to play "She's Gone Away" from the EP Not The Actual Events , they had chosen another song, but Lynch refused.
“We had composed a different song and Lynch said, 'How about something with a less Twin Peaks sound and more aggressive and ugly?'”
Reznor concludes by saying that the music was composed specifically for the series.
You can check out the presentation below:
