Does she go to these venues with a big sign on saying "I'm a new, passionate, professional massage therapist"?
Do you know the profession of most of the other people frequenting the club? I would imagine that for most of the clientele they are not interested in the other patrons in the club, they're interested in the performance aspect of their time there. So unless she goes to such venues with a big sign, and she would probably need to be wearing skimpy clothing and have flashing lights around the sign for it to be noticed, I think she is reasonably safe. Is there much social mixing among the clients in the club?
I wouldn't use such a club as a venue to find new clients, too confusing for them (and that goes for the customers and the workers). If her profession ever needs discussion JaeMarie's "I'm in health care" is a nice neat way of avoiding mentioning the M word.
Now if your fiance is hoping to find new clients in such a venue, there are a few threads along those lines if you need them dug up.
In social situations, I generally avoid mentioning the M word. Lots of people recommend starting out working on friends and family and get them to spread the word about you, but the dual relationship of freinds/client can get rather complicated, particularly for a new therapist. Easiest way to avoid the problem is don't expect people you meet in social situations to be possible clients, so no need to try and get business in social situations. Once she is more established and has more experience with boundaries, she may want to try looking for clients in social environments, but I wouldn't recommend doing it in a club for a while.