I am 100% with Richard Bridge on this. Let's just vary the context slightly to see if the "protester's" position stands:

a) What if the performer was Vin Garbutt and he sang his pro-life song; would any pro-choicers have the right to ask for their money back? Definitely not!

b) What if the performer was Tom Robinson and he sang a pro-gay song; would any protesters have the right for a refund? Definitely not!

c) What if the performer was Pete Morton and he sang his song about Arab and Israeli children? Same answer!

d) What if it was a Christian band singing a creationist song? Pro-Darwinists walking out would be entitled to diddly-squat!

An artist is entitled to - nay, responsible for - stating his/her views. A spectator/audient (is there such a word?) is entitled to disagree, but not to ask for money back on the basis of such disagreement. There was no misrepresentation: folk was promised, and folk was delivered. The rest is huffiness, posturing and intolerance.