It depends if you mean a 'concept album' in general, or just a trilogy of songs with a coherent theme (as you seemed to hint in your post). I'd be open to either, although the idea of 2-3 songs tying together is a bit more to my liking than, say, an album surrounding the story of Jane as she went to the supermarket one day. 
Lol! I didn't mean a simpleton story like "Jane goes to the market", smarty pants! Hahaha. I meant a deep and complicated. Maybe not a murder, been there- done that. Maybe a love story, maybe a story of a band, maybe a history of mankind, perhaps a social statement on where we are as a society, could be futuristic (like the reloaded Tron or whatever), something fictional, who knows!
I really do much prefer their peices of depth, like the Chauffeur, 7th stranger, TMWSAL, Silva Halo..... dark and haunting. It would just be a short jump to creating something like that.
I had no idea that they were currently tossing around that idea. Groovey.