It depends on what your goals are. If you want to give the dancers there that night the best music you can give them that usually means letting your touring band play on their own. Most bands have their own tunes, arrangements, and style, and when fitting in extra musicians that's often hard to communicate and organize in the time available. Especially if this is a band known for having a tight sound, you're going to lose that when you add more people.

But this may be worth it if your main goal is building local capacity. Yes, the music that night won't be as good, but if you can make up for that when the local musicians who sat in are playing on their own it's good on balance. If you go this route it's important that the sit ins are there because they want to learn and not just because it would be fun to play with the visiting musicians, or else you're not really being fair to the dancers.

(You do still want to check with the band, because the amount the band's sounds will change when they incorporate new musicians is variable. At one extreme you have groups like Perpetual eMotion, at the other you have groups of individually excellent musicians who have more of a pickup band style among themselves. The more pickupish a band is the better they'll be able to integrate new musicians, and the way to find out is to ask them what they'd think.)

(The above is all talking about sit ins who are included in the overall sound and that the band is trying to coordinate with. It's also possible to allow sit ins to sit well behind the band off mic while the band plays whatever they normally would. This is what BIDA does, though people only rarely show up. Some musicians find it annoying to have people noodling along behind them, others don't care.)