Providing empirical evidence over personal anecdotes and knowledge generally passed around in the scene might be difficult, as underground culture wasn't very highly documented in terms of evolution then, and many clubs are illegal and word of the mouth only, but I'll take a stab.

One thing you can look at is the legendary London goth club "Batcave", which opened in '82. It's often regarded and has been documented as being a major birthplace of goth subculture, even with Peter Murphy of the aforementioned Bauhaus being a regular there. Batcave had very loose rules regarding music, with the only guideline basically being nothing 'mainstream'. As a result, industrial would often spin with Deathrock and Post-Punk. Multiple bands that frequently played there also Incorporated industrial sounds into their music (eg. Alien Sex Fiend), or were industrial themselves (eg. Test Dept).

The Slimelight, also in London, which opened in 1987 and is regarded as the successor to Batcave, went even further, with many prominent electro-industrial bands like Nitzer Ebb, VNV Nation and Velvet Acid Christ performing there, with DJs frequently spinning a mix of "Anything EBM/Industrial" or "Anything Goth/Post-Punk", assisted by having multiple rooms which could divide the music and DJs by theme.

Germany's premiere Gothic festival, Wave Gotik Treffen, which started in 1991, is also another example of a large diversity with goth and industrial music playing side by side.

In the United States you had clubs such as Bar Sinister (Los Angeles), Death Guild (San Fransisco) and Leland's City Club (Detroit), all formed in the mid 90s, which generally played anything related to dark subculture. Though they did have their preferences over goth or industrial, you'd always hear both.

So going off the famous "benchmark" goth clubs, one can reasonably assume that by the late 80's at least, one would likely enter a dark alternative/underground club and hear both Bauhaus and Skinny Puppy.

I'll post a follow-up as to the 'why' in a moment.