[3] "Protomartyr’s new Consolation EP" writes Pitchfork's Jenn Pelly, "continues the discernibly politicized streak of Relatives in Descent—which also touched on Trumpism and Flint, Michigan’s water crisis.

[5] Deming called it "that rare number from this band that expresses something approaching hope",[3] a sentiment echoed in part by Hall who wrote that the track "staggers, swaggering and sputtering, slyly slipping in unmistakable melodies and the odd moment of kindness.

The track begins with an "anxiety-inducing guitar squeal [which] gives way to a gothic fairytale, warped Disney soundscape" and has been described as "a world-ender of a song, batting away the horror with one hand, drawing it closer to the heart with the other.

"[7] The track "details the grotesque waking nightmare of systematic oppression in America, which ensures some people have less a chance at survival—be it from police brutality, poisoned water, global warming, white supremacy, patriarchy, religious groups, or (as the title suggests) the predatory industry of gambling.

It has been described as a "delicately aslant closer"[1] and a "far less direct but still affecting duet"[8] in which "Deal's comparatively soothing backup vocals [...] enthrallingly contrast with [...] vocalist Joe Casey's gruff, Nick-Cave-meets-Mark-Kozelek speak-sing delivery.

[2] The last two tracks in particular were very well received by numerous publications[1][5][4] Despite calling it "a stopgap four-song EP and not the group's next major statement", Deming wrote: "There are not a lot of bands who do what Protomartyr does, and even if there were, the skill and fury of their music would still set them apart, and Consolation is a brief but potent reminder that they're a force to be reckoned with.