In Europe I never was asked a hotel address at customs. I think if I'd travel for business I'd play safe and arrange all in advance. But i am not in the business world. If I travel, it is for artistic reasons mostly (either own poetry performances although far distances for that are rare, or for watching concerts) and since I always combine those with a few days in the city I have the luxury to not have to book in advance and be adventurous. If I arrive the day before the concert, that leaves me a whole afternoon to search a hotel, and the adventure starts already once I set foot outside the plane. It adds to the feeling of being in a totally unknown big big city, feeling lost and excited simultaneously
Also, I do try to walk around the city a bit before picking a hotel, preferably in the city district of the concert venue, allowing me to have a quick shower and snack quietly before heading to the show.