I'm sure Megadeth has off nights but the six times i've seen them they haven't. It's not like DT picked bad songs for the European tour either. As long as the set represents the bands catalog well, which that setlist did, it shouldn't matter if they change it up or not.
I'll probably only see them once on this tour so them not changing the set doesn't bother me at all.
Also, it's much easier musically for The Black Crowes to switch up every night since their music is blues based rock and not nearly as complicated as what DT plays. So their isn't much of a comparison to be made there.