@turquoise-- Was it a B room comedy club? Adult comedy is common in B room clubs. You might want to go to an A room comedy club with well known acts that are mostly family friendly. I personally like C room clubs because I like watching new comedians and tickets are not necessary.
I also want to clarify that stand-up comedy isn't the only type of comedy performed at comedy clubs. Ventriloquists and impersonators do shows at these clubs too. So there really are many different types of comedy that could be enjoyed at these clubs.