Example entity with a full setlist, https://musicbrainz.org/event/a2a0c501-aded-4598-a282-07ca7fa996fa

When inputting a setlist formatting validation is enforced to ensure Artist/Performer and Song/Track lines are set correctly, along with any additional information:

Add "@ " at line start to indicate artists, "* " for a work/song, "# " for additional info (such as "Encore"). [mbid|name] allows linking to artists and works. 

However on the event entry, there is no clear formatting distinction between the lines that start with "@ " or "* " but there is for lines starting with "# ".

This means that set lists can look messy and flat:

Michael Jackson

Thriller

via satellite from his Dangerous Tour

My suggestion would be

Michael Jackson

Thriller

via satellite from his Dangerous Tour