WOL may not be popular amongst the fans, but it sure is a LOT of fun to play rhythm guitar too.
Whether "the fans" like it or not, I'm sure WOL would be the most enjoyable one to the audience.
It's sure a great song if you don't wear it out. Fun to play as well.
You are right. It's all about expectations. Fortunate people like you, who manage to go to dozens of MK concerts, don't bother if the man skips DS hallmarks, like WoL or MfN. You listen to it way too much, lucky bastards. But the average show goer, 80% or + of the audience, who pops up in just one gig at a time, he's goin' to listen to the-guy-who-used-to-wear-that-headband play well-known tunes and fill it up other less interesting stuff.
I've been a pain in the ass by sayin' everytime that I'm from Brazil, but the example fits in. If he - unlikely - happens to come downunder (the other side of it) and doesn't play at least MfN, WoL, SFA, BiA, SoS, there will be blood...