Mid-80s. Pretty sure I saw it a couple times on MTV.
The guys in the band looked middle aged; I used to think it was The Fabulous Thunderbirds, and it might be, but I don’t find any such thing by them on youtube.
The distinctive thing about the video was that they were all dressed as women. Not drag-queen like; just silly looking. I believe the various nonsensical scenes were all set in different historical periods, but I’m not sure about that part.