A good club sound system doesn't actually need to be very loud. It will still be loud enough that long-term exposure will cause hearing loss, but not loud enough that you would be shocked when you walk in the room.

Unfortunately, a sound system of that quality is extremely expensive and requires skilled workers to operate each night, so only clubs in places that allow clubs to operate openly and make money can afford it.

If a city doesn't allow clubs to stay open all night, or if the police crack down on drug use, the clubs go underground and don't make any money (or won't invest it in equipment that may be confiscated). Then, they use lower-quality equipment that must be played too loud in order to fill the space, and don't hire sound engineers to operate the system properly and safely.