Generally, they're expected to play the songs people know because they want as many people to participate as possible. This way the people think "Wow I had a really great time, I'm definitely going to see them live again and again and again". They also play the songs from the album they're supporting because they want people to say "Wow I've never heard this song before. It sounds so great... I'm gonna buy the album as soon as I can!"
Regardless, LP has still managed to add some pretty sweet stuff into their sets every now and then (eg. Reading My Eyes, Step Up/Nobody's Listening/It's Goin' Down)
As far as the Hybrid Theory songs go, LP played 324 shows in 2001, and I think that scarred them for life