Yes, your expensive rig turns into a glorified monitor when you have really loud PA support.
However, I have a post EQ option on my amp's DI, so whatever I dialed into the amp gets sent to the board. So all is not lost. Unless the sound guy tries to EQ my EQ, then it gets weird and messy. A good chat is in order.
P.S.--my sound engineers have been additionally mic'ing my cab a lot more these days than they used to, FWIW.
I have this option as well on my GK 1001RB, a post/pre switch for my DI out the front. It's a great feature of the amp. Most places I go they seem to run the DI out of my amp and mic me at the same time. It seems to work out well. I have a preamp pedal on my board as well that I've ran the DI out on before but I figured if I did that it was indeed bypassing my amp n cab on stage. So I run my amps DI post EQ and I'm good to go and I still have my amp n cab sound. I'm happy.