Nicholas McGegan’s 30-year tenure as music director of the Philharmonia Baroque Orchestra, which was celebrated with a gala dinner and concert on Thursday night, has been marked by a combination of innovation and steadfast consistency. Mezzo-soprano Susan Graham was the celebrity guest, giving characteristically agile and brilliant renditions of four of the composer’s operatic arias, and those episodes brought a dose of star power to the proceedings. In the jaunty dances of the “Water Music” Suite No.