He feels a special rapport with New Zealand audiences and has always been "very conscious of their being so attentive".
"It's not just the applause that we musicians look for," he smiles. "It's also that quietness that shows you are really being listened to and that's what I find here."
He tells me this was very evident when he shared the rich emotional resonances of Brahms' slow movement with last week's Wellington audience.
"It's extraordinary to have come from thousands of miles away, and have this conversation with an audience in a way that we could never do with mere words."
Recently, Hough quipped that the concerto contained the equivalent of two concerts' worth of music and he laughs heartily when I remind him of it.
"It's big in every sense," he says.
"The vision behind it is a huge one and the work itself is physically long and difficult to play. And intellectually you need to be able to hold the whole structure together so that, at the end, you feel like you've had a balanced meal.
"That Finale can seem like an anticlimax, unless you've prepared for it in the earlier movements."
Hough paints a touching portrait of Brahms as something of a mystery man, admitting that "we know so little about what was really going on in his mind", while pointing out that, perhaps, this is what gives his music its strength and character.
"There are pictures of the young Brahms and he was this real Adonis, absolutely gorgeous," Hough exclaims.
"Then he grew this scruffy beard which was unkempt and looked like it might not have been so clean.
"He hid behind all this and you sense it in his music. This concerto no longer shows the same open heart and open arms of the First Piano Concerto. Everything becomes hidden and there's a lot of suppression going on which is what gives it a certain power, I suspect.
"Yet, for all this, Brahms still had a great sense of humour," Hough muses. "He could be very wry with his comments, as when he described the concerto's very substantial second movement as 'a tiny wisp of a scherzo'.
"He's the sort of man that you feel you'd have liked to have met and said to him, 'It's fine, we love you, you're the best composer around and now, let's go and have a drink'."
Above all, a work like Brahms' Second Piano Concerto demands a first-rate orchestra and "a sympathetic conductor with whom you can make that all-important connection", Hough warns me.
He is extremely happy with both the NZSO and young Spanish maestro Gustavo Gimeno, who will show his mettle tonight with Gareth Farr's From the Depths Sound the Great Sea Songs and Shostakovich's First Symphony.
The relationship between podium and piano is "very much a partnership", Hough points out.
"I look for a conductor who has ideas; not just an accompanist, but a strong personality who can show me new things or maybe even challenge what I do.
"It's not always good to be too perfectly matched," he laughs. "Sometimes the occasional tussle can be quite exciting."
Performance
What: Stephen Hough plays Brahms, with the New Zealand Symphony Orchestra
Where and when: Auckland Town Hall, tonight at 7.30pm.
