No problem. No, the host club is kind of a lure/temptation. If you're still not corrupted at that point, you can fight your way forward, or take the "easy" way through the club. So if you're ALREADY corrupted, there's no need for it story-wise. You can be defeated a few times though, don't worry about that. Just don't max it out so you end up in the stealth section.
That said, that still doesn't resolve the initial bug report. Were you able to regain the jacket once you searched for it?