people in concert play a “wrong” not while improvising or soloing, then a couple instant thoughts usually go through the brain.
one is to correct the note but then you are confirming for the listeners that you made mistake.
two is to play the bum note again 200 more times as if to say i did it on purpose and insinuate the listener was at fault for assuming that first time was a mistake. (very clever)
a third choice is to not give a shit about being judged (by yourself or the audience), (who’s response ultimately is just in your imagination).