My PM doesn’t tell me to do anything. Their job is to prioritize things on the backlog and give status updates. Very, very rarely do they tell me that whatever I’m working on no longer needs to be done at all.
Generally speaking, if I do get an interruption, it’s from the person above the Project Manager. And they’re more of the “shit hit the fan” variety of problems that need to be resolved.
Which is when I just do it I tell them afterward. I build it into my estimates so it doesn’t put us behind.
There are still a few cans that get kicked down the road though, for various reasons.