What do they want? A song from outside the album encore is what they mean? Doesn't it say in English "Dream Theater Present The Astonishing Live" on the signs outside?
Yes, it does say that. But in defense of those who may not be "in the know," "Dream Theater Present The Astonishing Live" may not suggest to the average fan that the concert is "Dream Theater Present The Astonishing Live, and nothing else, and, yes, that means no Pull Me Under or anything else as an encore. It is
just The Astonishing, the whole Astonishing, and nothing but The Astonishing." Given what has become near universal custom and practice not only for DT, but for the music industry as a whole, no matter the genre, I concert almost always includes an encore. It is expected. So I imagine that there are quite a good many fans who do not pay close attention to social media who think "Dream Theater Present The Astonishing Live" implies "Dream Theater Present The Astonishing Live, with another song or two to follow as the customary and expected encore."