These places exist but are usually financially prohibitive for most people, and that’s even if they meet whatever requirements they have to join
To be fair to our modern world this is how the Victorian gentleman's clubs were too—it's even in the name. If you weren't a gentleman you had the pub.
There are also Working men's clubs and varieties thereof:
They exist at either end of the class spectrum. Working Men's Clubs used to be very common around the UK and many still exist. The one near my childhood home is Victorian-era and was recently refurbished. As long as I can remember it had frosted windows. That's now gone and it's been rebranded it as a family-friendly event space. It's basically a member subsidized pub and your drinks should cost less.