When working at radio stations that played listeners' requested songs, I never broke my own rule; if the station didn't have or I couldn't find the exact song the listener requested, I didn't substitute another song by the same artist. If the listener requested "anything" by a particular artist, that was another matter. I always thought, "If you want tomatoes on your sandwich, would you want someone to tell you, 'I don't have any tomatoes, but here's a strawberry for you. It's another red fruit?'" I've always found it awkward when a DJ announces, "Sorry that we don't have the song that the listener requested, but here's another song by that artist that's also good, (or sounds somewhat similar, or has a similar title.)"
Although DJs in those situations deserve points for honesty and good intentions, they're not fulfilling the listeners' requests. I usually liked it more when a listener called and asked to hear "anything by 10,000 Maniacs," "any song by George Duke," or "anything from David Bowie's '70s output." Leeway is built into those requests. For a specific song request, however, the station either has the song, or it doesn't. It can play it, or it can't. Substitutions in those cases are generally ill-advised.