I am so clueless and naive that I didn't know that sex clubs existed until maybe 25 years ago when I had a secretary from New York who thought that all San Franciscans went to them! I think that's what her boyfriend told her. My big takeaway from that conversation (as I tried to look cool and keep my pupils from dilating) was that the place had an excellent buffet. And I don't think she felt pressured to participate.
And umm, I happen to be acquainted with one of the founding mothers of a sex toy store who IMHO over shares re sex but maybe that's because she's a sex therapist and as an Asian, I'm very private about such matters. Anyway, she went to a sex club or similar type places looking for a fellow whose fantasy involved sex with his mother or maybe Mrs. Robinson. I think she was at least in her sixties at that time, so you may run into people from a wide range of ages and who would look terribly ordinary if you saw them on the street.
And then there was the couple who used to attend our liberal church in a liberal denomination, but I guess we're not THAT liberal. One morning, they announced they were in a polyamorous relationship, and somehow I recall rumors that they'd held sex parties in their very suburban home. Her typical style was very modest and very classic and so was her husband's. Total suburban.
My guess is that porn books, magazines, and films are a far cry from the reality, just as any other fictional depiction. For one, no one ever has cellulite!