I understand there are often different laws in different states, if this is the case with this question I would appreciate answers mentioning what differences are there between states.
Findlaw has an article headlined Strip Club Laws and the Regulation of Sexually Oriented Business. Among othe things, it says
Below are some of the more common types of adult entertainment and strip club laws affecting the "manner" in which sexually-oriented establishments may operate (in addition to alcohol, which is discussed above):
Age Requirements - Most ordinances require patrons and employees to be 18 and older; 21 if alcohol is served
I'm not going to look for the exceptions implied by the word "most," but I doubt any of them allow patrons under the age of 18. Regardless, if the child has reached the prescribed minimum age then it is permissible under the laws regulating sexually oriented businesses for a parent to take the child to such a business. If the child is still a minor, child protection laws may also have something to say on the matter.
Since Germany was mentioned in the comments:
Jugendlichen darf der Aufenthalt in Nachtklubs und Nachtbars zu keiner Zeit und auch nicht in Begleitung eines Erwachsenen gestattet werden. Zu den Nachtklubs und Nachtbars zählen auch Angebote wie Stripteasebars, Animierbetriebe, Swingerklubs oder Betriebe der Prostitution.
Meaning, "adolescents must at no time be allowed to spend time in night clubs, even when accompanied by adults. Nightclubs includes amongst others venues such as strip clubs and places of prostitution" (or just put the paragaph above through Google translate).
Previous sections of the cited brochure make clear that adolescents in context also includes children.
It is however correct that teenagers 14 years or older may drink beer or wine if their parents are present and give permission.
It is not legal for minors to be on the premises of a declared sex club under s21D of the Summary Offences Act 1988. The offence is committed by the operator, not by any non-operator adult who may be accompanying the minor.
However, a parent who did this may well find themselves under investigation as to whether they are a fit and proper parent under Commonwealth family law.