I was talking to a musician recently. He was in a band that had reformed for a last tour. They had a following but the nearest they'd come to an actual hit was a cover version of a well-known song that they'd recorded years before for a film soundtrack. Reasoning that even the tiniest regional hit was a calling card that reached beyond their tiny fan constituency he suggested they should put it in the set. It was vetoed by the drummer who thought it was somehow "embarrassing". It never occurs to bands that any of their own songs might be "embarrassing" but they are apt to think that by doing other people's songs they are somehow reneging on their deal with the God of authenticity.
In every other area of show business it's pretty much inconceivable that an act facing a crowd who needed entertaining wouldn't reach for every weapon as their disposal. Even an ornery old soul like Bob Dylan does his biggest hits. Clive James told me that his anecdote about the dunny man from the first volume of his memoirs is the "bit" that still makes people buy tickets to hear him read. James Taylor sings about the people who "pay good money to hear Fire And Rain again and again and again" in a song called, with refreshing honesty, That's Why I'm Here.
If I were climbing on stage and had any reason to believe that there was anything the audience wanted to hear for me, I'd make damn sure I played it, probably near the beginning. I'd do that because any kind of performance is a battle for survival. How come bands are the only people who don't know this?