Joshua would go to this Rapture Nightclub as Mr Waldorf said, his curiosity got the better of him, it sounded to much like an investigation he always wanted to be a part of back in his home country.
Joshua would enter the club in his semi-casual wear, dress pants and a nice coat with comfortable shoes, he would begin to look around seeing if he could pick up on any information on disappearing people.
Was he probably in over his head, maybe. But he felt his body do something that his previous human self wanted to investigate and that is all that mattered, plus it could solve some mysteries in the domain.
failure
He is not a very good investigator, he would sigh and head to the bar, he probably should have gotten some help, though he wanted to do this himself, was it arrogance.... absolutely it was.