I think your definition of "creativity" is quite different to mine. I'd argue that the most creative musical process occurred long before any public performance, and that the creative part of acting occurs during the rehearsals while you flesh out the character and try varying how things are expressed. Obviously it's an overlapping area - there's plenty of improvised music which is created at the point of performance and lots of dramatic improvisation happening - however to consider just the moment of performance to be the "creative" part misses the bulk of the process.

It's also important not to forget that creativity isn't in any way limited to the arts. The Cleese talk resonated strongly with my experiences in both engineering design and theatre. The size of the windows for creativity and closed-mind work vary, but the underlying concept is the same.