You have a favourite song.
Wonderful.
So do most of the people in the building.
You may request it once.
You may cheer when you think it is about to begin.
You may experience private disappointment if it is not on the setlist.
What you may not do is yell the title between every song for two straight hours as though the concert is a hostage negotiation.
The artist heard you the first time.
The people beside you heard you the first time.
The sound technician heard you the first time.
A small dog three streets away may have heard you the first time.
Repeating the title during other songs will not improve your chances. It will simply make everyone associate your favourite song with the desire for you to be removed.
The setlist was likely decided before you arrived.
It may even be taped to the stage.
The band is not gathering after each song to discuss whether the man in Section 104 has made a persuasive enough argument.
Enjoy the show you are attending.
Stop trying to replace it with the one you designed in your head.