Hiya - I think I know the exact thing you are talking about, if I was to guess the venue is in a scottish city, would that be right?
Im sure I am right given the terminology you use matches exactly with the website. (if I am not, hopefully my advice might help anyway!)
I understand your anxiety - I dislike "that type" of stag / hen event myself.
But in this case, any anxiety about the venue or what goes on is misplaced. From the venue name and the style of entertainment, they are going for a decadent weimar republic vibe, of the early 20th century.
If you have seen the series "Babylon Berlin", the club which features in series 1 is a good example, in terms of the vibe - art deco, flapper girls, cabaret, circus, jazz / swing bands and, yes, a certain sexiness.
But what was sexy or provocative in the 1920s is run of the mill today and of the dancers at the venue, you would easily see similar costumes on Strictly, BGT and many theatre productions. They are glamorous / sexy costumes, yes, but in the fashion sense, if that kinda makes sense?
As well as dancers there are circus acts like acrobats / aerial displays etc. Its meant to be like a cabaret nightclub of a bygone age, adult in the sense of an adult social venue, not "adult entertainment" like strippers.
Perhaps the "risque" comment refers to some element of burlesque etc, but anything described as "risque" invariably isnt and tends to be naff - just like burlesque imo lol
But you are beating yourself up over nothing - its a normal, mixed nightlife crowd present, both sexes and all ages - it evens allows children to 7pm or something!
But talk to him if you do feel uneasy about it. Communication is always key and it sounds like you are a great couple with solid values.
Once I asked my OH not to go to an event which featured strippers - and they agreed and didnt go (good decision). We had spoken about such things before, in a chat about boundaries, so I was glad that this meant it didnt seem like some sudden knee jerk reaction from me.
I think OH was worried about the reaction which missing that would cause, but at the end of the day people can always chose to do something non-skanky, if they expect others to actually come. In the end, it was no biggie, just as I knew it wouldnt be.
I wouldnt hesitate to do the same again (not that it would happen, as we are on the same page) but I only say it to show we should never put our relationship and feelings in 2nd place to something as trivial / low rent as stag or hen do.
EDIT - someone compared it to magic mike. That isnt accurate as there is no nudity or semi-nudity and certainly none of the sleazy audience interaction which defines male strips shows.