I get what you mean but i just doubt that anyone wouldn't think of Billie Jean when he or she sees the Moonwalk. I think people associate Thriller more with the zombies and Halloween, but when people hear Billie Jean they think of MJ doing the moonwalk or the toe stand etc.
I think Give in To Me could have easily replaced Dirty Diana (I love both songs). I imagine some very cool blue lights and an epic guitar solo (from Slash himself would have been great).
He really should have added Give In To Me and Who Is It.
+will you be there
But you're right. And just think about it, he performed songs that people have heard for years (from OTW,Thriller,Bad). And then there is a new album and except for 3-5 songs anything else remains the same. I wonder if fans where disappointed back then.