AFAIK the agents have to go wherever the “principal” goes and don’t have the authority to give him instructions. The only way for them to stop him going on stage, if he had rejected advice not to speak, would be to restrain him physically.
There’s a story that when Mikhail Gorbachev visited Washington DC he saw an Armenian (IIRC) restaurant and decided to drop in. The Secret Service agents had to run ahead to secure the restaurant and tell the staunchly anti-Soviet owner that the General Secretary of the Communist Party of the USSR was about to pay a visit.