Same reason they don't want their SO drinking too much or watching porn, or gambling? They personally don't like it, for whatever reason.

Not everyone thinks like that.

EDIT: Read the responses here. Most of them say going to a strip club is not a big issue, but the lying is. And the wife admitted she didn't want her husband going because she's just insecure (which, I suspect, is true of most of the people in this thread downvoting me and acting like going to a strip club is some kind of unpardonable sin, when it's realy just all in good fun.).

https://community.babycenter.com/post/a68981065/would-you-divorce-over-strip-clubs