I have seen it done, though, and it works well, especially if the poems chosen in some way inform the rest of the set, or have some sort of connection to it. Of course, the fact that most poetry sets only last about 20 minutes probably means that poets are reluctant to 'bump' one of their own poems to make way for something else, but I wonder if there's also a fear of making their influences too obvious?
Well, whatever, I think I'll give it a try next time I do a full reading. Whenever I come across a poem I really like in a magazine (or maybe in a public place), I make a point of copying it out, not just so I've got it to hand, but because recording it helps to fix it in my mind. It means I've now got a wide assortment of poems that I probably know better than my own - I think I'll start with a couple of those.