Nope, this is quite wrong
Most tours are advertised as something, people know what they are going to see.
It's like complaining that your favourite artists next painting isn't like the last one and he should paint the last one again
I have no idea why people go to gigs and shout out the names of songs they want to hear. The set list is written in advance, even the encores usually. People shouting for a song isn't going to change that
Take that Debbie Harry example, she'll have been playing with a band of session musicians, they'll have rehearsed a set number of songs, they won't know anything else. The lighting engineer will need to have researsed the light routines for each song, the two sound engineers will need to know the songs too so they can balance the sound. The backline guys will need to know the songs to make sure the right instruments are ready if changes or spares are needed. The band don't just turn up and play and it all happens like magic.
It's very rare bands will be able to do justice to songs called out on the fly like that
The closest I ever saw to stuff like that was Elvis Costello doing his big wheel tour, after every song a member of the audience would be invited on stage to spin the wheel and they'd play the song it landed on next but even then it was a set pool of songs to choose from. Bowie did a tour once where the fans chose the songs by voting before the tour started and NME attempted to hijack it by getting readers to vote for the Laughing Gnome, it worked, the song had the most votes, they still didn't play it but again, it was still all rehearsed before the tour