“Candles” is the closing song on Rufus Wainwright’s Out of the Game, but it was the perfect opener at his performance at the magnificent Church of the Ascension, on Manhattan’s lower Fifth Ave. The church was a breathtaking backdrop for his tale of searching for a place to light a memorial for his late mother, singer Kate McGarrigle. Resplendent in tails and gold sequined pants, Wainwright paid additional tribute to McGarrigle with an emotional, solo rendition of her “On My Way to Town” before bringing out super-producer Mark Ronson and closing the evening with the rousing, disco-flavored “Bitter Tears.”