Lets all hold our breath while a skeleton from a politician's closet jumps out and makes the Sunday morning news. The point is no one really cares, he actually didn't do anything. If camera phones were as popular then as they are today, some dodgy footage would have made it onto YouTube. Making your way into a strip club isn't really a big deal, a stripper promoting spoof gum as a Portuguese sause alternative is bigger.
Kevin Rudd was a model patron at the strip club - a patron any bouncer/pimp/door bitch would have welcome into their club. Honestly I would have been offended if he didn't go. He was attending an international conference, he needed to step outside of his comfort zone and experience the local culture. What is possibly more interesting is which other nation's representatives innocently tagged along - it's likely they ran into the crew representing the Netherlands at the venue.
Strip clubs are only good if you enjoy buying a round at the same price as a return flight to Perth. Watching 40 year old apparent university students who only do it until they graduate can get a little lethargic.