But pianist Gabriela Montero has made creating improvisations from audience suggestions her signature encore.
We had spent half an hour spellbound by her dexterous handling of Rachmaninov's Piano Concerto No 2 in which she and the City of Birmingham Symphony Orchestra had passed the baton back and forth.
Made famous by David Lean's romance Brief Encounter, Rachmaninov's Piano Concerto No 2 remains immensely popular and when you hear its thunderous first movement and an adagio filled with longing it is easy to see why.
But back to Madonna. Once we had been entertained with Rachmaninov, Montero asked the audience to suggest, and sing, a well-known tune. Maybe it was the idea of singing to Birmingham's huge Symphony Hall that put most people off but one brave soul piped up with Like a Virgin.
Montero gave its chorus a couple of goes on the piano and then set about a improvisation which took that tune and played with it for a few minutes – much to the delight of the audience.
In some ways this was picking up the tradition of Shchedrin whose Carmen Suite opened the programme. The suite is a larger piece of improvisation – a lively, playful piece in which the composer picks up the music from Bizet's famous opera, shakes it about and breathes a different kind of life into it.
For the percussion session, this work is a dream as much of its quirkiness is provided by the vast array of percussion instruments chiming in at different times.
And for the rest of the CBSO and conductor Michael Seal, the work was fun – their enjoyment clear as those familiar tunes reappeared with a touch of the unfamiliar and the surprising.
I'm sure Shchedrin would have loved the comment heard afterwards 'What was that music? I thought I had heard it before!'
Finally the orchestra gave full vent to Shostakovich's Fifth Symphony. Written during a time of great repression, an embattled Shostakovich hoped this symphony would keep him safe in Stalinist Russia – which explains why it is slightly more traditional than much of his other work.
It is certainly powerful and gave CBSO plenty of opportunity to flex its muscles – whether it be seering strings, a gentle harp or a good old crash of the cymbals and a bang of the drums.
It has to be said that Shostakovich and Madonna would not make the most likely of bedfellows but then music often benefits from a few surprises!