Students often play a passive role in large-scale lectures in undergraduate mathematics courses: they observe the lecturer demonstrate mathematical procedures, but they rarely engage in authentic mathematical activity themselves. This study uses semi-structured interviews of undergraduate students to investigate the implicit and explicit social norms and expectations that influence students to maintain their passive roles during lectures. Students were aware that their passivity was influenced by social norms, but perceived these norms as necessary for allowing the lecturer to get through the content in the allotted lecture time, while enabling students to avoid being publicly embarrassed in the lecture. However, the students appreciated opportunities to work on examples in small groups during lectures. We argue that the success of small group interactions during large-scale lectures depends on students and lecturers establishing supportive social norms, and adjusting their lecture goals from "covering the content" to "developing mathematical understanding". (Contains 2 tables and 7 figures.)