I think it has to do with the clientèle. At restaurants, you want to be around the buzz of conversation but not be unable to hear the people you're with, so restaurants where both are possible are better places. There's a sort of privacy within the crowd. Whereas at a dead quiet restaurant it's impossible to have a conversation of any depth because anyone at a neighboring table can hear it.

At a club most people are there to drink a little and dance, and it's much easier to dance when the music and the bass are loud enough to make you forget yourself. If GP is looking for conversation over drinks, maybe go to a pub or something instead.

I also heard that louder places sell more alcoholic drinks?

To reduce the boredom induced by not being able to have a conversation, no doubt

Yep.

http://onlinelibrary.wiley.com/doi/10.1111/j.1530-0277.2008....

Or, places that sell more alcoholic drinks tend to get louder?

I think there were some controlled experiments to answer that question.