You make some good points. I suspect that at this point DS wouldn't have Alice hooking up with any guys at the club, because he knows the fans wouldn't like it. But back when he was still going with Eric as the focus of the game, I think a club scene then would have included Max spying on a drunken Alice as some guy at the club does her, just like Max could only spy on Eric having sex with Ann.
It could be her looking out for Ann, or her not wanting to spoil her chances of a long series of incest movies that she could produce. She did let her nephew eat her sister's pussy without her consent, so we're just talking different degrees of violation of trust.
Mainly, I'm just not wild about a club scene, any more than I am about the shopping. It comes way too late in the game to make sense, and it's just going to delay stuff we've been waiting for for months. But DS can point to people asking for shopping, or the club, or romance with Lisa and say "well, they wanted it, so that's why I'm delaying sex with Ann and Lisa for several more updates."