That is always an issue with literature analyses. What is the set up and what is the punching line in this lyric? It may not be «pretty obvious» for the foreign crowd. Whereas native speakers pick up on the nuances in the language in greater extent
This is a good point. Well the set up is in two parts. I'm going to do my little analysis without looking at the lyrics but I'll get the main points.
First is that he keeps singing "I want the one I can't have/ It's written all over my face." This establishes an association between these two lines. "It's written all over my face" or "it's written all over your face" is a similar saying to "wearing your heart on your sleeve."
It just means that you can tell just by looking, that some emotion is obvious. You can tell what someone is thinking or feeling if it's written all over their face.
But the last time he sings it he doesn't say the associated line, "I want the one I can't have" and he doesn't sing, "it's written all over my face." He just sings "it's all over my face."
So this kind of catches you off guard and subverts the original meaning in the same way a punchline of a joke works. You're expecting one thing but you get something different and you could quickly make the connection and see a new meaning.
The other part that makes this a set up is that we're given some context to make it a little more obvious.
"If you ever need self-validation just meet me in the alley by the railway station."
"Self-validation" can mean different things but in the context of a "meeting" "in the alley by the railway station" it probably means gratification. You kind of have to have an idea about the things that happen in alleys by railway stations and the types of people you might meet there.
It implies that Morrissey is "loitering with intent" to try to be a little subtle.
So when you think about the invitation he's offering and where it's taking place and then you add the modification of the line that has been sung a slightly different way throughout the song it seems pretty obvious, but at the same time subtle enough that you would have to be paying attention to get it. Lots of songs work this way and lots of social codes and signals work this way, too. It's really clever and it's not really "vulgar" because you have to make that connection in your own mind.
I hope this makes what I was saying more clear and not more confusing.