Because if they get rejected they can pretend the man is secretly gay/bi and/or prefers guys to girls. Or if they don't get asked to dance all night, they can assume it's because most of the guys there are not into women. In reality though, a lot of straight guys go to gay nightclubs too (they get dragged along as a friend), but if these fat women don't get asked to dance they can just pretend that every guy in the club is gay or secretly gay.