Pyramid Theories follows the duo's 2017 debut album House of Candles. House of Candles was released to critical acclaim, premiering alongside a rave review on Noisey, which called the LP "a solid record that really establishes Wright and Zezeski not just as talented and articulate, but smart enough to be willingly vulnerable in a genre that doesn't tend to reward legitimate emotions."
"I’d been writing a series of songs where they were all called ‘Pyramid Theories’ — there was ‘Pyramid Theories One,’ Two, Three, Tour, about ancient aliens and building the pyramids, and theories on humanity," Wright says. "That was happening while I was writing the songs on the record. So it spoke to the era."