Many places refuse entry to Indians.
They often tell them it's members only or ask for a entry fee, I've heard 5000 baht mentioned at 1 establishment.
Many of them seem to think that they can enter free and then sit inside just looking at the girls without buying anything. Hence why security stop them at the door.
In the past I've seen 4 Indians sharing 2 small bottles of beer together, this doesn't go down well with the business owners.
That is why their is a policy of no entry.
However, I have to add that some Indian's are extremely wealthy and do spend a lot of money which is why there are several Indian owned clubs towards the Bali Hai pier end of Walking Street, catering for such.