At a certain point in their careers, great jazz musicians are almost bound to disappoint their fans. Think of John Coltrane venturing into free jazz in the late 1960s or Miles Davis going electric a few years later. The vision that made them great the first time pushes them into new territory, and the magnitude of their early accomplishments—and the number of admirers they have attracted—makes their public's sense of betrayal all the more bitter. All they can do is keep playing, undaunted by the dissent.

This...