There have been multiple times I've wanted a song on Rock Band that just never happened. For some reason Untitled 8 by Sigur Ros has never turned up, nor has any Ben Folds. (Granted, now the keyboard is out of the next game, that one may be harder.)
It seems like there might be hope for me yet though. Developer Harmonix have set up a page on their website to request specific songs for the upcoming Rock Band 4. Of course, there are no guarantees, but if a song is requested enough and an agreement is met with licencors, we could be seeing plenty of fan requested songs turn up in the game.
So, go make some requests. Oh, can we start a campaign to get Peter Gabriel's Sledgehammer in there?