Lyric discussion by BrockMartin 

Cover art for To Speak Is A Sin lyrics by Pet Shop Boys

I don't think it refers to a gay bar "back in the day", but quite the opposite. It refers to a post-AIDS gay bar:

"Looking for love, and getting Nothing that's worth regretting But wondering why we travel so far"

All the rules of the gay bar had changed, and men became a lot more wary.