I tell them it is all about time.
I have to abide by the "house" rules.
I have a discussion with every staff member that will be working at the time when the show ends. We are in agreement that unless I, myself ask them if we can add another song, the answer is always: "No, we're out of time."
I almost never ask and they have the option to tell me no as well.
This works because I can tell them that I don't have the authority to extend the showtime and I can suggest to the singer that they ask the staff, knowing the answer they'll get.
The funny thing is though... if you have people asking for just one more at the end of the show... you're doing it right.