No, when an act is onstage, it's their show. If they are given restrictions by the organization presenting them, they can hash it out then. Otherwise, an artist has the right to say whatever they want to during their slot.
When I did my show at Danny's, I told them what was in the show (sexual topics and politics). They agreed to that and therefore, they would have no right to pitch a fit.
My publicity materials were also as clear. Any audience member that came to my show would have to expect that I was going to be giving an adult show with controversial material. A couple walked out because of a nasty song. Too bad.
My next show might be clean. Who knows?
And when you book Madonna, you know what you are getting.