Do you know what they are? You may be in the minority.
Why do people insist on yelling songs at the band? Is the band yelling at you? I guess sometimes they are. Let's not get derailed on my annoyance at "Get your hands up!" "Somebody scream!" "What time is it?!"
Why are you yelling songs at the band? Does this look like a divey country western cover band? Most likely, if you paid more than 20 bucks for your tickets, you are dealing with some degree of professional entertainers. They most likely practice. They decide which songs are going to be best for the time constraints, current events, and crowd. You know what they do with those songs? They write them down...on a piece of paper...and tape it to the stage. It's called a set list. They are going to play what is on the set list.
Do they come to you your job and scream "TYPE THAT MEMO!!!" "TELECOOOONFERENCE!!!!" Actually, I'm sure they would if they had the chance.