I definitely agree with this. My brother is a big Robert Plant fan, and has seen him a few times at football matches. However, he has never approached him for an autograph, because he says that RP isn't working when he's there, he's just out enjoying himself the same as everybody else.
However when celebs are at events like premieres or anything to do with promoting something they're doing, then I do think they have a duty to be friendly and attentive to their fans as far as they can be.
Contrary to what has been said previously re Robert Plant I have nothing but positive things to say about him. My son was in the same year at school as Robert's youngest lad and he was always congenial and very pleasant at parents evenings. Having said that, he was there in his capacity as a parent and not an international rock star, and nobody bothered him for autographs.