Hardly...if I was going to toot my own horn, I'd tell you how I'm able to play along on guitar (not my main instrument) to another guitarist on an unfamiliar song while transposing with a capo. But, I won't do that because that would be bragging...
In all seriousness, I've never had sheet music or cheat sheets for any songs that I play, other than using a cheat sheet for the occasional new song that I'm still learning. I've always assumed that memorizing the set list was "normal" for most people. In fact, one of my red flags when auditioning for bands is when I see sheet music or chord charts used by band members for songs that they've been playing for years.