Totally agree, but it's a gamble for the venue. With one foot in the door like you have I guess its easier to get a proper gig over a band that contacts them, says they can bring in so many people, and doesn't.
Because my band do mostly private gigs we find it very hard getting pub gigs, as we haven't got a following that will bring money in to the pub. We do a couple and do get a good turn out, but it's more that the pub is always busy anyway.
I guess my point is that an establish band on the local scene is more likely to get paid gigs than someone just starting up and can't bring in more money for the venue. As you say, one way is to build up a following at a certain venue, but I think this is what 'exposure' means' some of the time. Personally im experienced enough to weigh up the pros and cons of playing for expose, so wont always discount it. Most of our gigs have come from people seeing us, albeit at paid gigs. That to me is where playing for exposure can work.