Enigmatic goth icon Siouxsie Sioux has released her first new recording in nearly a decade — a new cover of Iggy Pop’s “The Passenger,” recorded as a duet with Iggy, for an ice cream commercial.

“The Passenger” is one of those songs. To be able to sing “The Passenger” properly, you have to summon levels of intensity that few vocalists could even approach. Iggy Pop co-wrote and recorded the ...