A club can have its own dress code.  But the dress code should be only for functions of club. Here was no club function. The club had simply allowed some organization to perform function in which the religious leader was invited. So it is wrong to insist on club dress code. 

Dress code should be left to the Choice of its members.It should not be forced..

Every place has its own decorum like for example religious places follow a certain dress code and so on,,Similarly , private clubs too have certain dress code which is followed by its members .In some clubs they observe this only when they host formal functions and not only the members but the guests they bring with them are also made aware of the dress code . In some clubs there is a dress code even for casual wear, because they want to maintain dignity , which is understandable. When people wanting to visit a private club, they should make sure they are following the rules of the place or the people who invited them should make them aware of the rules.There is no point in blaming and questioning the rules of the club. 

I agree. This can happen in private clubs, which have the liberty to  form their own rules In Pilgrim centers  like Tirupati devotees have to adhere to the dress code of Dhoti. This is to keep the sanctity of Sanctum Sanctorum. And this is not mandatory for those pilgrims who stay out of the main deity.