All the strip clubs I've been to, which is to say, all two, have had some things in common and aspects starkly contrasting what we find in video game strip clubs. The first was reminiscent more of the depictions found in Saints Row and GTA, but the second was much more aesthetically and atmospherically pleasing; very much a gentleman's club in the best of senses, leather armchairs and scotch were the order of the day, rather than sticky old wooden chairs, abrasive music, and watery lager. That's how they differ most substantially I suppose. Reality elicits different memories, from stimuli you can't find in games, or that isn't translated well. The smell, the other people (who in a game are often little more than blank avatars you'll happily mow down with an assault rifle as soon as you look at them), the sounds, the entire experience.
Have I thought about why I do it in games? Yeah, sure. I'm pretty comfortable with accepting I'm not a saint (puns), I'm not absolutely without perversions. I've been attracted to virtual representations of people before, and certainly personalities attributed to NPC's we get to know better, which has stemmed from being much younger than I am now, and getting these outlets wherever I could find them (this was prior to having gotten access to the internet at home, which wasn't till I was around 14). As an adult, I don't need these outlets anymore, and yet I roleplay a little and vicariously enjoy my characters thrill, what I believe is a healthy amount. I can take it or leave it.
I'm playing Saints Row 3 for the first time now, and have yet to enter a strip club through my own volition, but I remember playing Saints Row 2 on my PS3, and finding Shaundi interesting, and was quite annoyed by how she'd been changed in Saints Row 3. Girls with dreads is no bad thing THQ.