Okay, so some bands reuse set lists, some keep them to remember what they played and to be sure to change up sets, some just don't want them out in the general public. It is their property to give away, not the stagehands. And when you yell "Hey gimmie that!" you are just asking not to get it. Politeness counts people, if you want something for free be polite, ask and if they say no then say thanks (not sarcastically) and continue on your way. Don't think that we are obliged to give you the list, and yelling doesn't make me more willing to give you a list. I have a job that I am getting paid to do and handing out set lists is not in the description. If someone does that, it is to be nice, but usually you are too busy to do such things.
And by complaining, NO SOUP FOR YOU!