I love Marry The Night too. The Monster Ball I believe was always Bad Romance, until 2011. artRAVE, I thought it would be Applause. Gypsy however is my favourite song on ARTPOP but still prefer Marry The Night :)
Born This Way that ended The Monster Ball - absolutely epic!! I had hoped for Marry the Night to do the trick at BTWB, since it is my favorite song all time, but in Denmark she just dragged a bunch of half naked (and apparently all foreign?) fans on stage, the song was a mess and suddenly she dissapeared down into the stage. Talk about an anti climax, huh. Rest of BTW show was good though :-)
I think Gypsy isnt a good choise for the closing song! I mean the last song of a party should be a very energetic song that make everyone dance and have the best memories of the Ball!