What does it matter? Is it arrogant? No, I don't think so.
My personal thinking would be that if I had a new song, I'd probably want to have it somewhere in the middle of the main set, so if it goes over a bit meh then there's other songs to bring the set momentum back on track. But that's just me, and I'm not saying that others are wrong for thinking a different way.
Of course, it would be nice to be in such a position - to have recognised songs for listeners to compare the new one to and make relative judgements about, but that's another issue entirely