There are actually some really interesting issues in play here about why we go to the theatre and I for one have been doing some soul searching.
It is an expectation thing, and the expectation was derived from the advertising. Mozart or Shakespeare - if you go presuming it is one thing, and find out it is different, then I think you have cause to complain.
The issue could be cast as traditional versus modern dress (though as has been pointed out, the whole concept of "traditional" is fraught with difficulties). But it could also be cast as Shakespeare as part of the heritage/tourism industry - bland, comfortable and predictable - versus Shakespeare as a living, potent, engaging piece of theatre.
Should we ever expect to go to the theatre and feel safe from being challenged? Although I'm kind of implying that the answer is "no" I actually think it's complex. I would be horror-struck at the idea of going to Shakespeare with preconceptions and preset limits as to how the power of the play would affect me; but I have e.g. been to see three different productions of Noises Off and even more of Guys and Dolls with no expectation of anything other than entertainment, and knowing pretty much exactly what I was going to get. (Then, as musicals were mentioned earlier, there's the odd category of musicals that put you through the emotional wringer yet do so in a way that reinforces rather than challenges - Carousel, anyone?) Why should I deny someone else that right just because it's Shakespeare? Is that snobbery, or sadness at what people might miss out on, or both?
Truth be told, my real objection to Cunobelin's tale is not the attitude to Shakespeare displayed, it's (
what I regard as) the insult to live theatre of regarding it as a commodity, and (
what I regard as) the effrontery of demanding a refund.