A friend who used to work at a classic hits station told me that a longtime DJ from another station in the building would sometimes stop by the studio. When programming his album rock show for another station, he wanted to make sure that the songs he chose didn't overlap with the classic hits station's playlist.
Not every DJ would do that. With a classic rock and a classic hits station close to each other on the dial, some degree of duplication is inevitable. It's commendable that the album rock DJ would try to prevent it by asking, "Does your station play this song?"