Not really . The fact that people like the songs to the extent that we are playing them is a testament to how much the song has brought joy to others . You can't feel guilty about that .

If the establishment you are in is not paying the appropriate licensing fees then you might feel a bit guilty about that . However the flip side is that more often than not, more sales of the original writers song are generated because people are hearing it and that can stimulate demand . It's like advertising for the original song !
That's a bit tongue in cheek by the way . .