Going there as heterosexual or heterosexual couple is nothing wrong in itself .. Some do so to take a look or to meet friends that have another orientation, if it is not depicting aversive extremities for a heterosexual person .. Why be afraid to enter there or meet up with friends?
It's a club like any other .. Same for clubs where the majority of people enter, who are heterosexual .. There are lesbians, homosexuals and bisexuals to be found too... Are they not allowed to have a party where they want?
So, this topic is rather irrelevant to me.. Unless you can be more specific with it.
And if you allow me to be a little more specific ...
There are gay clubs and gay clubs... I'm sure those clubs are solely meant for people who are homosexual, lesbian, bisexual and where heterosexual people wouldn't exactly fit.