A widely used saying that holds so much truth but is hardly ever really understood. This saying is normally used when one is putting on a show or doing something of a certain magnitude and for whatever reason its beginning to go off the rails. "The Show Must Go On" simply means that you carry on to the best of your ability and not succumbing to defeat of any sort.
As a performer and entertainer that is something we all face at some point or another but its how you react to it that determines your professionalism and maturity. I've seen and been through it all at this point from my music cutting off in the middle of my set to mics and audio equipment being on the fritz to even the lights being off or hardly working. Through it all you gotta brush it off and keep the show going. Seeing artist wanting to stop the show or wait till the DJ/audio crew get their shit together isn't displaying professionalism at all, It's very much so the opposite.
Now I get it... as an artist you want to put on the best damn show imaginable so you want things to go right which is cool but having a positive attitude when things go awry is very key for people to see what type of person you really are. Not wanting to start your performance until the venue gets their sound together or the DJ getting your record together isn't smart at all because now you've halted the show just for your performance which now keeps people later than anticipated. Even if you rock the shit out of that stage everyone is gonna have a bad taste in their mouths with your performance because they waited 8 min or so for you to actually perform. So we waited how many min for your set to start AND your set is already 8-10 min... GTFOH. People have short attention spans as it is and on top of that we're all busy. If its not kids at home its work in the morning or some other obligation so the last thing we need is someone holding up our night just because things aren't going well for their performance.
There's various different ways you can come back from things of this nature but the underlying theme at hand is being able to come back period. Don't catch an attitude or get upset because it will only hurt your brand and performance especially for the people who never heard/seen you before. In a perfect world I wish that none of these issues would occur for anyone but at the same time its situations like these that show what a true performer is really made of.