While club shows are a lovely idea, the cynic in me already knows that several things would happen:
1) Scalpers and agencies would inevitably get their hands on the majority of the tickets, and would hawk them for preposterously exorbitant sums of money.
2) U2's legions of 'friends' / hangers-on and celebrity associates would have no problems gaining access. (In the context of an arena or stadium tour, this isn't a big issue, but it would be if the crowd size would be a few hundred people. The VIPs and their entourages would be taking away the opportunities for genuine fans.)
3) Whatever system used to allocate the 'general sale' tickets would never satisfy the demand, and vast amounts of people would end up disappointed. They would then use forums like this to hold the band responsible for business decisions that they have no direct control over (or choose not to look to closely at!).
Bottom line is, in the real world, the amount of tickets available to the general public for any major tour are nothing like the advertised capacities of the venues, for all sorts of reasons (fanclub presales, corporate hospitality, legal and illegal scalper activities etc). If U2 ever did do a club tour, very few of their 'genuine' fans would be able to see them in action - and by genuine I mean those without the financial muscle or connections that would give them an advantage.