A session like other Live Music draws people into the pub (musicians and listeners), so the landlord will make a profit out of the situation. This is the reason why a landlord allows sessions on his premises.
So if he is not prepared to pay the musicians, he can`t expect to tell them what to play. Same goes for the drinkers in the bar.
The musicians don`t order anyone around - they just make clear that in order to order them around you`d have to pay them.
Expecting others to do what you want without caring what they want sounds more like arrogance to me....