The other issue is say, you can't play their request (exlplicit or you know it's a floor killer, too weird, etc) so you skip it, with a nice excuse..
Well, they'll just come back, drunker, with it on their phones 'here play this!! I have it ready for you!'
Which is exactly why I believe my policy of getting people's requests in early and then politely telling any of them that come up after my cutoff time "sorry, I already have more requests than I can play" is the best way to handle things.