Just to shed a little light on the gay bar issue:
I can't speak specifically about Bono going to the bar after visiting the Pope, but here's what Larry had to say while the band was at a gay bar in Australia. This is from "U2 At the End of the World":
"Gay clubs are the best place for us to come to," Larry shouts in my ear above the music. "Nobody hassles us, there's not the asshole you find in other clubs who just has to get up and try to start something. They respect us and they're glad to have us. The gay community is always on the cutting edge in music. I'm proud that they like U2 and come to our concerts. They don't see in U2 that macho shit that's beneath so much rock. I have a lot of time for the gay community."
Maybe that explains why the band sometimes goes to gay clubs. I seriously doubt it is for the shock value.
And for the record, people who think that you can catch diseases, including STDs, by sitting down at or going to a gay club, (or having your underwear washed in the same laundry machine as someone who did go to a gay club, for that matter), are living in the stone age. You don't catch diseases by sitting somewhere, no matter how "seedy" the environment, unless you're sitting around with no underpants on. Quite frankly, there are probably just as many diseases (colds and viruses, e.g.) floating around public bathrooms, university dormitories, and our own places of employment than there are at a gay club. Don't mean to attack anyone's opinions, but that statement is flat out scientifically inaccurate.
Actually, gay clubs are fun because the guys aren't hitting on you and you can actually dance and enjoy yourself.
As for what I don't like about U2, I think Bono says the word "megalomania" WAY too much.