Apparently, she hid out in a hotel for days to keep her presence at the Games a secret. Some sources say she faced criticism from her fans for showing up to this event at all, because of Azerbaijan's human rights record, but I have seen zero backlash or criticism of her performance anywhere. I'd ask if this was an example of media manipulation, but it doesn't seem like anyone's talking about this performance at all, good or bad.
In fact, Lady Gaga posted about it herself on Instagram, and that post got 73,000 less likes than a photo Miley Cyrus took of an avocado.
If that doesn't say something about Lady Gaga's current status as a pop star, I don't know what will.