No, it's not that sort of clubbing surprise - although that would be priceless ("Uh... hang about, is this a gay club? I didn't know that when I came in..." "No... me neither...") - instead, it's just a rather dull anecdote about how cool Diddy is, and, by implication, how cool Ronson is too:
"We were laughing about exactly what two New York hip-hop stars were doing on a Miami back-street.."
How cool the pair of you are, going to clubs where they probably only have the one sort of champagne. This tale of living on the edge might be slightly more impressive if Diddy didn't travel with a security entourage twice the size of the Dutch navy.