It really all depends, is this an entirely different arrangement of a common song?, or is the song the same, but only in certain changes do they put in a special progression (if they are teaching this during a practice session I don't see a problem, but if they are doing it live and YOU have no idea whats coming next you may want to sit out, play under the radar or develop your ear better. One thing to remember about music, notihing is etched in stone. Sometimes being a good musician is about being able to adapt. Look at Uriahs videos. He teaches a method of learning that will prepare you for just those very things, because he doesn't learn songs. His method teaches freestyling techniques based on common chord progressions. Check him out.