Or maybe it's because the majority of Nightclubs are bad products... Why would I want to go to a club where all the art has been sucked out in the name of profit? The resident DJs are just going play the same top 40 tracks while cheap dmx lights are set to auto. There are hundreds of promoters putting in actual value to their shows which makes people actually want to go out instead of the cheap cookie cutter shit you find in the avarage club.
I guess that's very location dependent, I have no troubles finding cool parties here in Europe. I still only go about twice a year these days but that's for different reasons.