[quote=TheYellowKing]
I would think so, yes. Either they are friends (Kelly and Max) in which case Max wouldn't charge him, or their not friends in which case I'm inclined to think Kelly would be too proud to pay him. (wait, kelly's not the owner...scratch that). Regardless i think it would be weird for max to be a regular customer in a club that's paying him "protection" money.
[/quote]

Well in that case i'll go with option 2. 

There are times when Max wants to relax and leave it all behind for a few moments. That's why he comes there quite often. Plues he is not a sophisticated person. Despite the money and power gained from selling drugs, Max remained the same simple person he'd always been.