I actually love Thick as a Brick, however we generally figure on a weekly basis to have 90 hours of my stuff (including requests for prog), and 90 minutes for Jeff's stuff (including requests for metal).
If I play a 40 minute request, not only does that only leave me 50 minutes (excluding other people's requests... meaning I'd be left with more like 20 minutes), but it's not really fair to give one listener a 40 minute request, unless a LOT of people want to hear it.