There is a difference between using a song in a film or commercial and playing it at a venue. Venue owners can not be expected to check w/ every artist to see if it’s ok to play their song at a particular time and place. So the rule is you license via ASCAP or BMI and play from their entire catalogs.
Here in Portland representatives from these groups go around to bars, restaurants and coffee houses and listen to music. If you aren’t paying their license fees and you are playing music they start the legal process until you sign up with them.
One place I used to go the owner went through his CDs and removed all the one that were licensed by either firm, leaving mostly weird Greek CD’s. It was a step up in the music that played there.