I do dep gigs , these days more than I would like, but I always ask for a set list. Give me a set list and a couple of days and I'll be as good as the guy I'm replacing. Don't give me either of those and I'll still do the gig, but you'll get what you get, without any apologies.
I once had a band leader tell me that if I needed a set list I wasn't as professional as he'd been led to believe!!! I thought that was rude, so I politely declined to play in any band with him.
A coupe of weeks ago, on a dep gig, the band leader announced a song. I told him I didn't know it, but he started to play it anyway. I tried to busk it but had to stop in the middle 8. I was just not able to follow it at all. Later I asked the guitarist, who was in the band, what happened and he said he had no idea. He was following me!!!