Pub I can see, but drowning your sorrows alone in a club is an odd one
It's weird enough that Musk claimed he was sad-drinking in a club, but now we are discussing the idea of him sad-drinking in a country club, a place for old, rich, white men who go there to play golf - where he was then approached by a young model?
But if we want to assume Musk was drowning his sorrows, and that it’s an EDM dance club — this seems to be your implication, maybe it’s true — then I still don’t find it weird. Darkness, distraction, the desire to be among people but also alone, avoiding your entourage… plenty of good reasons.