just as Susan mentioned, it depends on the situation. It is certainly a legitimate request from a client to want A workout. However, that may not necessarily be the workout for the session you are just conducting.
Often, there is an understanding at the beginning of the training that clients work out on their own. In those cases, I usually provide an exercise program with exercises that clients can safely do themselves. In the sessions with me, I often throw extra challenges at them but may not want that they do this on their own (yet).