Does the man make the bar or the bar make the man?

So the other night, I went out with some friends of mine. They were from out of town and wanted a drinking tour of Manhattan's diverse nightlife. I decided to start off at this very swanky, high brow lounge to show how "Sex And The City" my life was. So we got all dressed up, paid for the $15 nasty-candy colorful cocktail from their insane martini list. We sat very straight, watched people (judged people), we chatted about the upcoming presidential election. We laughed extra loud at our own political commentary. As for meeting people, that was out of the question. This is the type of place to see and be seen, yet not spoken too. You never move outside of your group.
Next we went to a place that was a little more laid back. Still beautiful with beautiful people, but the air didn't have quite so much.... starch. We ordered Grey Goose and soda and sipped them while admiring the art work on the walls. We talked about the weather and vacations and place we've traveled.
As the night progressed, the bars progressed, we progressed. Our change in behavior was apparent. By the time we got to the down and dirty dive that I love, our backs were not straight, our heals were in our purses and the conversation (which included random regulars) rarely strayed from sex, drugs and rock & roll. Needless to say, I felt more at home while having way more fun. If that's who we are and how we are comfortable... what was up with us before? Were we being phonies? Why were we acting like every pretentious d-bag we hate? Just 'cause we put on some nice clothes?
As I mentioned my opinion to my friends, they disagreed. Their opinion was the “when in Rome” attitude. In other words, we planned to go out to different bars with different people dressed up in different clothes and some behavior is more appropriate in certain settings than in others. So.....
What is the difference between being fake and being appropriate?
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